+416.0%
AAOI vs KIM
+32.5%
+383.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -0.2% | -1.7% | +1.6% | +0.6% |
| 30D | -23.7% | -3.0% | -20.7% | -22.8% |
| 3M | -39.0% | -8.9% | -30.1% | -37.2% |
| 6M | -17.0% | +2.4% | -19.4% | -19.1% |
| YTD | +202.2% | +18.3% | +183.9% | +174.9% |
| 1Y | +292.4% | +8.2% | +284.2% | +271.5% |
| 3Y | +804.4% | +44.0% | +760.3% | +693.4% |
| 5Y | +1,318.0% | +37.3% | +1,280.7% | +1,173.5% |
| All | +416.0% | +32.5% | +383.5% | +304.5% |
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