+2,247.0%
KLAC vs KIM
+63.6%
+2,183.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -14.8% | +14.1% | -28.9% | -18.8% |
| 3M | -27.2% | +6.0% | -33.2% | -28.8% |
| 6M | -17.5% | +13.2% | -30.7% | -21.5% |
| YTD | +25.8% | +30.4% | -4.6% | +13.6% |
| 1Y | +31.8% | +31.0% | +0.8% | +18.7% |
| 3Y | +195.3% | +67.6% | +127.7% | +140.3% |
| 5Y | +285.9% | +35.8% | +250.2% | +238.0% |
| All | +2,247.0% | +63.6% | +2,183.4% | +1,519.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling