+12,990.6%
TECH vs KIM
+3,058.9%
+9,931.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.7% | -4.0% | +4.7% | +1.5% |
| 3M | +36.3% | +0.5% | +35.8% | +36.1% |
| 6M | +25.6% | +3.6% | +22.0% | +24.5% |
| YTD | +23.7% | +20.4% | +3.3% | +18.8% |
| 1Y | +37.6% | +9.7% | +27.9% | +34.8% |
| 3Y | -6.6% | +46.0% | -52.6% | -13.2% |
| 5Y | -42.2% | +34.4% | -76.7% | -45.6% |
| 10Y | +187.6% | +29.3% | +158.3% | +157.6% |
| All | +12,990.6% | +3,058.9% | +9,931.6% | +4,425.6% |
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 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