+348.2%
AEM vs KIM
+47.7%
+300.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +4.3% | -0.3% | +4.7% | +4.4% |
| 30D | +13.1% | -1.7% | +14.8% | +13.4% |
| 3M | +24.8% | -0.8% | +25.6% | +24.5% |
| 6M | -8.2% | +4.4% | -12.6% | -9.4% |
| YTD | +19.8% | +21.2% | -1.4% | +15.1% |
| 1Y | +32.1% | +10.5% | +21.5% | +29.2% |
| 3Y | +348.2% | +47.5% | +300.7% | +315.6% |
| All | +348.2% | +47.7% | +300.5% | +315.6% |
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 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