+18.6%
AMBA vs KIM
+57.8%
-39.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.6% | +6.3% |
| 7D | -7.2% | +4.1% | -11.3% | -8.9% |
| 30D | -10.4% | +16.8% | -27.2% | -16.8% |
| 3M | -30.1% | +5.7% | -35.8% | -32.0% |
| 6M | -22.4% | +9.7% | -32.1% | -27.9% |
| YTD | -17.3% | +30.2% | -47.6% | -32.2% |
| 1Y | -35.4% | +32.1% | -67.5% | -47.6% |
| 3Y | +18.6% | +58.6% | -40.0% | -16.3% |
| All | +18.6% | +57.8% | -39.2% | -16.3% |
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