+188.9%
AMAT vs KIM
+9.1%
+179.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +3.9% |
| 7D | -1.5% | -0.8% | -0.8% | -1.7% |
| 30D | -14.8% | -5.1% | -9.7% | -16.0% |
| 3M | -9.3% | -0.6% | -8.6% | -10.5% |
| 6M | +27.4% | +2.4% | +25.0% | +25.6% |
| YTD | +77.6% | +19.0% | +58.5% | +79.3% |
| 1Y | +188.9% | +8.4% | +180.5% | +198.3% |
| All | +188.9% | +9.1% | +179.8% | +198.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling