+58.5%
AMAT vs KIM
+31.8%
+26.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.8% |
| 7D | -1.1% | +2.8% | -3.9% | +0.3% |
| 30D | -26.9% | +16.3% | -43.3% | -21.8% |
| 3M | -31.2% | +6.6% | -37.8% | -28.4% |
| 6M | -14.7% | +12.3% | -27.0% | -11.2% |
| YTD | +44.7% | +31.6% | +13.1% | +61.0% |
| All | +58.5% | +31.8% | +26.7% | +76.7% |
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