+50.0%
NXPI vs KIM
+62.3%
-12.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.8% |
| 7D | -0.3% | +2.8% | -3.2% | -1.6% |
| 30D | +12.7% | +16.3% | -3.6% | +4.6% |
| 3M | +7.5% | +6.6% | +0.8% | +4.0% |
| 6M | -12.3% | +12.3% | -24.6% | -18.4% |
| YTD | +19.7% | +31.6% | -11.9% | +0.7% |
| 1Y | +27.6% | +31.5% | -3.9% | +7.2% |
| 3Y | +50.0% | +68.0% | -18.0% | +11.4% |
| All | +50.0% | +62.3% | -12.4% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling