+804.4%
AAOI vs KIM
+42.8%
+761.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | -0.2% | -1.7% | +1.6% | +1.6% |
| 30D | -23.7% | -3.0% | -20.7% | -21.7% |
| 3M | -39.0% | -8.9% | -30.1% | -34.7% |
| 6M | -17.0% | +2.4% | -19.4% | -23.7% |
| YTD | +202.2% | +18.3% | +183.9% | +125.0% |
| 1Y | +292.4% | +8.2% | +284.2% | +230.4% |
| 3Y | +804.4% | +44.0% | +760.3% | +483.2% |
| All | +804.4% | +42.8% | +761.6% | +483.2% |
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 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