+189.0%
TECH vs KIM
+63.6%
+125.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.4% | +14.1% | -13.7% | -2.7% |
| 3M | +1.0% | +6.0% | -5.0% | -0.5% |
| 6M | +62.7% | +13.2% | +49.4% | +57.7% |
| YTD | +24.3% | +30.4% | -6.1% | +16.3% |
| 1Y | +20.5% | +31.0% | -10.5% | +12.7% |
| 3Y | +29.3% | +67.6% | -38.3% | +15.9% |
| 5Y | -41.0% | +35.8% | -76.8% | -45.3% |
| All | +189.0% | +63.6% | +125.4% | +153.6% |
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