+2,584.6%
AXTI vs KIM
+43.4%
+2,541.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.9% |
| 7D | +15.1% | -1.5% | +16.6% | +15.5% |
| 30D | -12.3% | -1.7% | -10.6% | -12.0% |
| 3M | -24.1% | -7.1% | -17.0% | -23.4% |
| 6M | +46.0% | +2.9% | +43.2% | +41.8% |
| YTD | +295.7% | +18.8% | +276.9% | +263.7% |
| 1Y | +1,825.6% | +9.4% | +1,816.2% | +1,721.3% |
| All | +2,584.6% | +43.4% | +2,541.2% | +2,233.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling