+480.1%
AXTI vs KIM
+652.9%
-172.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.8% | +9.7% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | -10.2% | -4.0% | -6.2% | -9.1% |
| 3M | -41.8% | +0.5% | -42.4% | -42.5% |
| 6M | +57.5% | +3.6% | +53.9% | +54.2% |
| YTD | +277.0% | +20.4% | +256.6% | +251.5% |
| 1Y | +1,982.4% | +9.7% | +1,972.7% | +1,893.7% |
| 3Y | +2,234.8% | +46.0% | +2,188.9% | +1,930.5% |
| 5Y | +528.3% | +34.4% | +493.9% | +460.4% |
| 10Y | +1,310.5% | +29.3% | +1,281.2% | +1,075.1% |
| All | +480.1% | +652.9% | -172.8% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling