-24.5%
CGNX vs KIM
+35.9%
-60.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | +3.2% | -1.7% | +4.9% | +4.2% |
| 30D | +6.0% | -3.0% | +9.0% | +7.7% |
| 3M | +3.5% | -8.9% | +12.4% | +8.4% |
| 6M | +26.3% | +2.4% | +23.9% | +23.3% |
| YTD | +79.2% | +18.3% | +60.9% | +60.5% |
| 1Y | +43.8% | +8.2% | +35.6% | +35.8% |
| 3Y | +52.0% | +44.0% | +7.9% | +19.5% |
| All | -24.5% | +35.9% | -60.3% | -37.4% |
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