+33.5%
CGNX vs KIM
+33.1%
+0.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.3% | -8.5% |
| 7D | -9.2% | +10.6% | -19.8% | -9.3% |
| 30D | -17.6% | +17.5% | -35.0% | -18.2% |
| 3M | -25.7% | +4.7% | -30.4% | -25.2% |
| 6M | -5.5% | +13.1% | -18.6% | -9.2% |
| YTD | +48.1% | +32.1% | +16.0% | +39.2% |
| 1Y | +33.5% | +32.7% | +0.8% | +24.7% |
| All | +33.5% | +33.1% | +0.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling