+801.7%
SONY vs KIM
+3,004.0%
-2,202.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | +1.5% | -3.0% | +4.5% | +2.3% |
| 3M | +13.0% | -8.9% | +21.9% | +15.8% |
| 6M | +11.2% | +2.4% | +8.8% | +10.3% |
| YTD | -6.6% | +18.3% | -25.0% | -11.1% |
| 1Y | -18.1% | +8.2% | -26.3% | -20.1% |
| 3Y | +42.1% | +44.0% | -2.0% | +27.2% |
| 5Y | +11.0% | +37.3% | -26.3% | -0.1% |
| 10Y | +289.2% | +32.3% | +256.9% | +222.3% |
| All | +801.7% | +3,004.0% | -2,202.3% | +191.8% |
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