+601.0%
AXTI vs KIM
+35.1%
+565.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.6% |
| 7D | +15.1% | -1.5% | +16.6% | +15.9% |
| 30D | -12.3% | -1.7% | -10.6% | -11.7% |
| 3M | -24.1% | -7.1% | -17.0% | -22.3% |
| 6M | +46.0% | +2.9% | +43.2% | +40.9% |
| YTD | +295.7% | +18.8% | +276.9% | +252.6% |
| 1Y | +1,825.6% | +9.4% | +1,816.2% | +1,684.7% |
| 3Y | +2,630.0% | +44.6% | +2,585.4% | +2,006.4% |
| 5Y | +601.0% | +37.9% | +563.0% | +576.2% |
| All | +601.0% | +35.1% | +565.9% | +576.2% |
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