-17.9%
SONY vs KIM
+9.4%
-27.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -5.8% | -1.5% | -4.3% | -5.3% |
| 30D | -0.4% | -1.7% | +1.3% | +0.1% |
| 3M | +13.3% | -7.1% | +20.4% | +16.2% |
| 6M | +8.5% | +2.9% | +5.6% | +6.4% |
| YTD | -8.1% | +18.8% | -27.0% | -15.8% |
| 1Y | -17.9% | +9.4% | -27.3% | -20.1% |
| All | -17.9% | +9.4% | -27.3% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling