+346.7%
AEM vs KIM
+33.1%
+313.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -5.0% | -1.5% | -3.6% | -4.9% |
| 30D | +8.5% | -1.7% | +10.1% | +8.6% |
| 3M | +29.3% | -7.1% | +36.4% | +29.9% |
| 6M | -12.9% | +2.9% | -15.8% | -13.2% |
| YTD | +16.8% | +18.8% | -2.1% | +15.2% |
| 1Y | +29.8% | +9.4% | +20.4% | +28.8% |
| 3Y | +336.7% | +44.6% | +292.2% | +324.3% |
| 5Y | +299.9% | +37.9% | +262.0% | +290.0% |
| All | +346.7% | +33.1% | +313.6% | +419.2% |
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