+42,297.2%
SBUX vs KIM
+2,279.4%
+40,017.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.1% | +0.4% | -3.6% | -3.3% |
| 30D | -0.9% | -4.0% | +3.1% | +0.5% |
| 3M | +11.6% | +0.5% | +11.1% | +11.3% |
| 6M | +8.8% | +3.6% | +5.2% | +7.3% |
| YTD | +26.3% | +20.4% | +5.9% | +18.1% |
| 1Y | +23.1% | +9.7% | +13.4% | +18.9% |
| 3Y | +15.0% | +46.0% | -31.0% | -0.5% |
| 5Y | +0.4% | +34.4% | -34.1% | -11.3% |
| 10Y | +130.7% | +29.3% | +101.4% | +87.2% |
| All | +42,297.2% | +2,279.4% | +40,017.8% | +17,821.1% |
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