-25.0%
TEVA vs KIM
+32.5%
-57.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | +2.0% | -1.7% | +3.7% | +2.6% |
| 30D | +1.0% | -3.0% | +3.9% | +2.0% |
| 3M | +7.3% | -8.9% | +16.2% | +10.7% |
| 6M | +21.7% | +2.4% | +19.3% | +20.5% |
| YTD | +18.8% | +18.3% | +0.5% | +11.7% |
| 1Y | +86.5% | +8.2% | +78.3% | +80.7% |
| 3Y | +269.4% | +44.0% | +225.4% | +220.0% |
| 5Y | +303.6% | +37.3% | +266.2% | +254.6% |
| All | -25.0% | +32.5% | -57.5% | -43.4% |
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