+247.2%
AMAT vs KIM
+34.4%
+212.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | -9.3% | +0.5% | -9.8% | -10.4% |
| 6M | +27.4% | +3.6% | +23.8% | +23.7% |
| YTD | +77.6% | +20.4% | +57.1% | +58.8% |
| 1Y | +188.9% | +9.7% | +179.2% | +170.9% |
| 3Y | +202.3% | +46.0% | +156.3% | +129.4% |
| All | +247.2% | +34.4% | +212.8% | +192.6% |
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