+145,171.0%
KLAC vs KIM
+3,058.9%
+142,112.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -3.6% | -4.0% | +0.4% | -2.3% |
| 3M | -12.8% | +0.5% | -13.4% | -13.4% |
| 6M | +26.1% | +3.6% | +22.4% | +24.0% |
| YTD | +53.3% | +20.4% | +32.9% | +42.6% |
| 1Y | +113.7% | +9.7% | +104.0% | +105.1% |
| 3Y | +274.9% | +46.0% | +228.9% | +220.5% |
| 5Y | +470.1% | +34.4% | +435.7% | +401.5% |
| 10Y | +2,997.0% | +29.3% | +2,967.7% | +2,387.8% |
| All | +145,171.0% | +3,058.9% | +142,112.1% | +26,993.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling