+937.0%
AAOI vs KIM
+114.2%
+822.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | +2.9% | -1.5% | +4.4% | +3.6% |
| 30D | -23.1% | -1.7% | -21.4% | -22.6% |
| 3M | -41.0% | -7.1% | -33.9% | -39.7% |
| 6M | -14.3% | +2.9% | -17.1% | -16.6% |
| YTD | +196.3% | +18.8% | +177.5% | +168.8% |
| 1Y | +272.6% | +9.4% | +263.2% | +250.9% |
| 3Y | +775.3% | +44.6% | +730.8% | +664.8% |
| 5Y | +1,290.2% | +37.9% | +1,252.2% | +1,142.9% |
| 10Y | +426.2% | +32.9% | +393.3% | +371.9% |
| All | +937.0% | +114.2% | +822.9% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling