+249.0%
AEM vs KIM
+34.6%
+214.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -6.8% | +0.1% | -7.0% | -6.9% |
| 30D | +0.8% | +14.1% | -13.3% | -2.2% |
| 3M | -0.8% | +6.0% | -6.8% | -2.2% |
| 6M | -8.5% | +13.2% | -21.8% | -11.5% |
| YTD | +5.9% | +30.4% | -24.4% | -1.1% |
| 1Y | +6.6% | +31.0% | -24.4% | -0.6% |
| 3Y | +302.2% | +67.6% | +234.6% | +243.9% |
| All | +249.0% | +34.6% | +214.4% | +212.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling