+484.8%
AEHR vs KIM
+790.1%
-305.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.2% | +13.3% | +13.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | -12.7% | -4.0% | -8.7% | -11.7% |
| 3M | -26.0% | +0.5% | -26.6% | -26.7% |
| 6M | +102.2% | +3.6% | +98.6% | +99.1% |
| YTD | +327.2% | +20.4% | +306.8% | +301.5% |
| 1Y | +228.1% | +9.7% | +218.4% | +216.6% |
| 3Y | +67.0% | +46.0% | +21.1% | +50.6% |
| 5Y | +928.1% | +34.4% | +893.7% | +857.8% |
| 10Y | +3,269.5% | +29.3% | +3,240.2% | +2,844.2% |
| All | +484.8% | +790.1% | -305.3% | +117.6% |
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 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