+126.7%
AMAT vs KIM
+31.1%
+95.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -14.7% | +4.1% | -18.8% | -16.3% |
| 30D | -36.1% | +16.8% | -52.9% | -40.9% |
| 3M | -36.9% | +5.7% | -42.6% | -38.7% |
| 6M | -22.2% | +9.7% | -31.9% | -26.7% |
| YTD | +29.9% | +30.2% | -0.3% | +11.1% |
| 1Y | +43.3% | +32.1% | +11.2% | +21.3% |
| 3Y | +142.7% | +58.6% | +84.1% | +74.4% |
| All | +126.7% | +31.1% | +95.6% | +85.8% |
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