+5,493.4%
AEM vs KIM
+3,307.9%
+2,185.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.0% |
| 7D | -5.6% | -0.7% | -5.0% | -5.5% |
| 30D | -3.9% | +13.4% | -17.3% | -5.5% |
| 3M | -3.4% | +6.5% | -10.0% | -4.3% |
| 6M | -9.0% | +10.6% | -19.6% | -10.4% |
| YTD | +5.9% | +29.9% | -24.0% | +2.0% |
| 1Y | +4.0% | +29.6% | -25.6% | +0.2% |
| 3Y | +298.8% | +64.1% | +234.7% | +270.3% |
| 5Y | +250.7% | +35.3% | +215.4% | +231.9% |
| 10Y | +405.9% | +63.1% | +342.9% | +345.8% |
| All | +5,493.4% | +3,307.9% | +2,185.6% | +2,254.1% |
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