+215.0%
NXPI vs KIM
+63.0%
+152.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +9.4% | -0.7% | +10.0% | +9.7% |
| 30D | +18.1% | +13.4% | +4.7% | +12.0% |
| 3M | +15.0% | +6.5% | +8.5% | +11.9% |
| 6M | -8.4% | +10.6% | -19.0% | -12.9% |
| YTD | +24.8% | +29.9% | -5.2% | +10.4% |
| 1Y | +33.3% | +29.6% | +3.7% | +18.0% |
| 3Y | +51.0% | +64.1% | -13.1% | +20.6% |
| 5Y | +34.5% | +35.3% | -0.8% | +16.1% |
| All | +215.0% | +63.0% | +152.0% | +103.2% |
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 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