-42.4%
TECH vs KIM
+34.4%
-76.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +0.7% | -4.0% | +4.7% | +3.0% |
| 3M | +36.3% | +0.5% | +35.8% | +35.4% |
| 6M | +25.6% | +3.6% | +22.0% | +22.2% |
| YTD | +23.7% | +20.4% | +3.3% | +9.7% |
| 1Y | +37.6% | +9.7% | +27.9% | +28.9% |
| 3Y | -6.6% | +46.0% | -52.6% | -25.3% |
| All | -42.4% | +34.4% | -76.8% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling