+452.1%
KLAC vs KIM
+37.3%
+414.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +6.2% | -1.0% | +7.1% | +6.7% |
| 30D | -5.0% | -1.1% | -3.9% | -4.5% |
| 3M | -14.4% | -5.3% | -9.1% | -12.6% |
| 6M | +28.3% | +3.9% | +24.4% | +24.9% |
| YTD | +51.1% | +20.3% | +30.8% | +36.0% |
| 1Y | +100.4% | +10.4% | +89.9% | +88.3% |
| 3Y | +276.3% | +46.3% | +230.0% | +190.9% |
| 5Y | +452.1% | +37.6% | +414.5% | +368.2% |
| All | +452.1% | +37.3% | +414.7% | +368.2% |
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