+113.7%
KLAC vs KIM
+9.1%
+104.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.7% | +7.2% |
| 7D | +5.7% | -0.8% | +6.5% | +5.7% |
| 30D | -3.6% | -5.1% | +1.5% | -3.9% |
| 3M | -12.8% | -0.6% | -12.2% | -13.7% |
| 6M | +26.1% | +2.4% | +23.7% | +24.1% |
| YTD | +53.3% | +19.0% | +34.3% | +51.4% |
| 1Y | +113.7% | +8.4% | +105.3% | +123.8% |
| All | +113.7% | +9.1% | +104.5% | +123.8% |
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