+147.1%
AMAT vs KIM
+38.5%
+108.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +10.9% |
| 7D | -1.1% | +2.8% | -3.9% | -2.3% |
| 30D | -26.9% | +16.3% | -43.3% | -32.2% |
| 3M | -31.2% | +6.6% | -37.8% | -33.4% |
| 6M | -14.7% | +12.3% | -27.0% | -20.5% |
| YTD | +44.7% | +31.6% | +13.1% | +23.3% |
| 1Y | +62.0% | +31.5% | +30.4% | +37.7% |
| 3Y | +165.0% | +68.0% | +97.0% | +83.2% |
| 5Y | +147.1% | +38.7% | +108.4% | +101.4% |
| All | +147.1% | +38.5% | +108.6% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling