+1,472.1%
AXTI vs KIM
+32.5%
+1,439.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.1% | -1.7% | +6.8% | +5.8% |
| 30D | -17.5% | -3.0% | -14.5% | -16.6% |
| 3M | -26.7% | -8.9% | -17.8% | -24.6% |
| 6M | +36.8% | +2.4% | +34.4% | +33.7% |
| YTD | +296.1% | +18.3% | +277.8% | +264.8% |
| 1Y | +1,810.6% | +8.2% | +1,802.4% | +1,716.8% |
| 3Y | +2,587.6% | +44.0% | +2,543.5% | +2,155.5% |
| 5Y | +601.7% | +37.3% | +564.4% | +501.5% |
| All | +1,472.1% | +32.5% | +1,439.6% | +973.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling