+98.2%
AEHR vs KIM
+45.1%
+53.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.8% |
| 7D | +19.1% | -1.0% | +20.1% | +19.9% |
| 30D | -10.0% | -1.1% | -8.9% | -9.3% |
| 3M | +1.3% | -5.3% | +6.6% | +3.6% |
| 6M | +133.8% | +3.9% | +129.8% | +119.7% |
| YTD | +373.3% | +20.3% | +353.0% | +282.2% |
| 1Y | +256.2% | +10.4% | +245.7% | +212.7% |
| All | +98.2% | +45.1% | +53.0% | +33.3% |
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 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