-34.7%
AMBA vs KIM
+31.8%
-66.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.8% |
| 7D | 0.0% | +2.8% | -2.9% | +1.5% |
| 30D | -8.6% | +16.3% | -24.9% | -0.6% |
| 3M | -29.0% | +6.6% | -35.6% | -26.3% |
| 6M | -19.2% | +12.3% | -31.5% | -19.0% |
| YTD | -13.0% | +31.6% | -44.5% | -18.0% |
| All | -34.7% | +31.8% | -66.5% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling