-40.6%
TECH vs KIM
+34.6%
-75.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.5% | +14.1% | -13.6% | -7.1% |
| 3M | +1.1% | +6.0% | -4.9% | -2.5% |
| 6M | +62.8% | +13.2% | +49.6% | +50.3% |
| YTD | +24.5% | +30.4% | -5.9% | +4.6% |
| 1Y | +20.6% | +31.0% | -10.4% | +1.0% |
| 3Y | +29.5% | +67.6% | -38.2% | -5.5% |
| All | -40.6% | +34.6% | -75.2% | -51.5% |
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 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