-36.1%
AMBA vs KIM
+29.4%
-65.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.6% |
| 7D | +10.7% | -0.7% | +11.3% | +10.3% |
| 30D | -5.0% | +13.4% | -18.4% | +1.9% |
| 3M | -26.9% | +6.5% | -33.4% | -24.1% |
| 6M | -21.9% | +10.6% | -32.5% | -22.3% |
| YTD | -13.8% | +29.9% | -43.7% | -20.2% |
| 1Y | -36.1% | +29.6% | -65.6% | -40.5% |
| All | -36.1% | +29.4% | -65.5% | -40.5% |
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 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