+2.9%
NXPI vs KIM
+10.4%
-7.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -1.4% | -4.0% | +2.6% | -1.5% |
| 3M | -29.1% | +0.5% | -29.6% | -30.0% |
| 6M | +6.2% | +3.6% | +2.6% | +3.9% |
| YTD | +5.9% | +20.4% | -14.6% | -1.3% |
| 1Y | +2.9% | +9.7% | -6.8% | +1.1% |
| All | +2.9% | +10.4% | -7.5% | +1.1% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling