+66.0%
AMAT vs KIM
+29.4%
+36.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.8% |
| 7D | +19.3% | -0.7% | +20.0% | +19.0% |
| 30D | -17.9% | +13.4% | -31.3% | -13.1% |
| 3M | -30.4% | +6.5% | -37.0% | -27.7% |
| 6M | -11.4% | +10.6% | -22.0% | -8.5% |
| YTD | +48.8% | +29.9% | +18.8% | +62.4% |
| 1Y | +66.0% | +29.6% | +36.5% | +82.1% |
| All | +66.0% | +29.4% | +36.6% | +82.1% |
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