+66.9%
AMAT vs KIM
+30.6%
+36.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.6% |
| 7D | +11.4% | +0.1% | +11.2% | +11.4% |
| 30D | -17.0% | +14.1% | -31.2% | -11.8% |
| 3M | -30.6% | +6.0% | -36.6% | -27.9% |
| 6M | -14.9% | +13.2% | -28.2% | -11.7% |
| YTD | +44.7% | +30.4% | +14.3% | +60.1% |
| 1Y | +66.9% | +31.0% | +35.9% | +85.3% |
| All | +66.9% | +30.6% | +36.3% | +85.3% |
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