+1,587.5%
AMAT vs KIM
+29.2%
+1,558.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -14.8% | -4.0% | -10.8% | -13.6% |
| 3M | -9.3% | +0.5% | -9.8% | -10.0% |
| 6M | +27.4% | +3.6% | +23.8% | +25.0% |
| YTD | +77.6% | +20.4% | +57.1% | +64.8% |
| 1Y | +188.9% | +9.7% | +179.2% | +176.7% |
| 3Y | +202.3% | +46.0% | +156.3% | +156.6% |
| 5Y | +248.9% | +34.4% | +214.5% | +207.1% |
| All | +1,587.5% | +29.2% | +1,558.2% | +1,183.5% |
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 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