+117.1%
AMAT vs KIM
+31.2%
+85.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.0% | -12.6% | -13.1% |
| 7D | -24.3% | +5.0% | -29.2% | -26.0% |
| 30D | -39.8% | +15.8% | -55.6% | -44.0% |
| 3M | -40.2% | +4.3% | -44.5% | -41.5% |
| 6M | -22.1% | +11.4% | -33.5% | -27.1% |
| YTD | +24.7% | +30.8% | -6.1% | +6.5% |
| 1Y | +33.3% | +31.4% | +1.8% | +13.3% |
| 3Y | +133.9% | +57.7% | +76.2% | +69.4% |
| 5Y | +117.1% | +31.7% | +85.3% | +78.6% |
| All | +117.1% | +31.2% | +85.8% | +78.6% |
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