+1,831.5%
AEHR vs KIM
+63.6%
+1,767.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.8% |
| 7D | +6.4% | +0.1% | +6.2% | +6.4% |
| 30D | -20.3% | +14.1% | -34.4% | -24.7% |
| 3M | -53.8% | +6.0% | -59.8% | -55.1% |
| 6M | -44.8% | +13.2% | -58.1% | -48.3% |
| YTD | +182.2% | +30.4% | +151.8% | +148.4% |
| 1Y | +174.7% | +31.0% | +143.7% | +141.3% |
| 3Y | +143.5% | +67.6% | +75.9% | +97.5% |
| 5Y | +129.9% | +35.8% | +94.1% | +102.1% |
| All | +1,831.5% | +63.6% | +1,767.9% | +1,562.5% |
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