+196.7%
TECH vs KIM
+65.6%
+131.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.2% | +2.8% | -2.6% | -0.4% |
| 30D | +0.5% | +16.3% | -15.8% | -3.0% |
| 3M | +0.9% | +6.6% | -5.8% | -0.7% |
| 6M | +51.0% | +12.3% | +38.7% | +46.7% |
| YTD | +24.4% | +31.6% | -7.2% | +16.2% |
| 1Y | +27.6% | +31.5% | -3.9% | +19.2% |
| 3Y | +29.9% | +68.0% | -38.1% | +16.3% |
| 5Y | -40.6% | +38.7% | -79.3% | -45.2% |
| 10Y | +196.7% | +65.7% | +131.0% | +159.5% |
| All | +196.7% | +65.6% | +131.2% | +159.5% |
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