+921.3%
SONY vs KIM
+3,319.9%
-2,398.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +11.1% | +14.1% | -3.0% | +7.2% |
| 3M | +14.7% | +6.0% | +8.7% | +12.8% |
| 6M | +18.8% | +13.2% | +5.5% | +14.6% |
| YTD | +5.7% | +30.4% | -24.6% | -1.9% |
| 1Y | -8.1% | +31.0% | -39.1% | -14.8% |
| 3Y | +64.0% | +67.6% | -3.6% | +41.0% |
| 5Y | +12.6% | +35.8% | -23.1% | +1.7% |
| 10Y | +373.8% | +63.7% | +310.2% | +269.3% |
| All | +921.3% | +3,319.9% | -2,398.6% | +221.8% |
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