+211.4%
NXPI vs KIM
+29.7%
+181.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -4.3% | -1.1% | -3.2% | -4.0% |
| 3M | -24.7% | -5.3% | -19.3% | -23.3% |
| 6M | +9.7% | +3.9% | +5.8% | +7.2% |
| YTD | +3.8% | +20.3% | -16.5% | -5.0% |
| 1Y | +1.6% | +10.4% | -8.8% | -3.6% |
| 3Y | +16.0% | +46.3% | -30.3% | -2.6% |
| 5Y | +16.1% | +37.6% | -21.5% | +0.2% |
| 10Y | +211.4% | +34.5% | +176.9% | +88.8% |
| All | +211.4% | +29.7% | +181.7% | +88.8% |
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