+39.3%
SONY vs KIM
+45.1%
-5.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -4.9% | -1.0% | -4.0% | -4.6% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | +10.0% | -5.3% | +15.3% | +12.1% |
| 6M | +8.4% | +3.9% | +4.5% | +6.5% |
| YTD | -8.4% | +20.3% | -28.7% | -14.9% |
| 1Y | -18.4% | +10.4% | -28.8% | -21.7% |
| All | +39.3% | +45.1% | -5.8% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling