+286.6%
SONY vs KIM
+32.5%
+254.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.7% | -1.7% | -1.0% | -2.3% |
| 30D | +1.5% | -3.0% | +4.5% | +2.1% |
| 3M | +13.0% | -8.9% | +21.9% | +15.1% |
| 6M | +11.2% | +2.4% | +8.8% | +10.5% |
| YTD | -6.6% | +18.3% | -25.0% | -10.0% |
| 1Y | -18.1% | +8.2% | -26.3% | -19.6% |
| 3Y | +42.1% | +44.0% | -2.0% | +31.3% |
| 5Y | +11.0% | +37.3% | -26.3% | +3.5% |
| All | +286.6% | +32.5% | +254.1% | +268.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling