+561.0%
ROKU vs KIM
+92.7%
+468.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +1.5% | -1.7% | +3.2% | +2.0% |
| 3M | +25.7% | -0.8% | +26.5% | +25.8% |
| 6M | +54.5% | +4.4% | +50.1% | +52.0% |
| YTD | +43.2% | +21.2% | +21.9% | +33.6% |
| 1Y | +56.3% | +10.5% | +45.8% | +50.3% |
| 3Y | +86.1% | +47.5% | +38.6% | +64.3% |
| 5Y | -53.6% | +37.1% | -90.7% | -57.4% |
| All | +561.0% | +92.7% | +468.3% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling