+3,875.0%
AEHR vs KIM
+33.1%
+3,841.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +23.0% | -1.5% | +24.5% | +23.7% |
| 30D | -19.9% | -1.7% | -18.3% | -19.4% |
| 3M | +0.5% | -7.1% | +7.7% | +2.6% |
| 6M | +123.6% | +2.9% | +120.7% | +119.1% |
| YTD | +364.6% | +18.8% | +345.8% | +326.9% |
| 1Y | +255.3% | +9.4% | +245.9% | +237.7% |
| 3Y | +89.7% | +44.6% | +45.1% | +64.0% |
| 5Y | +827.9% | +37.9% | +790.0% | +731.9% |
| All | +3,875.0% | +33.1% | +3,841.9% | +3,108.6% |
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