-1.7%
AMBA vs KIM
+46.3%
-48.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | -23.2% | -4.0% | -19.2% | -21.7% |
| 3M | -12.7% | +0.5% | -13.3% | -15.1% |
| 6M | +11.2% | +3.6% | +7.6% | +5.9% |
| YTD | -11.2% | +20.4% | -31.7% | -23.8% |
| 1Y | -22.5% | +9.7% | -32.2% | -29.2% |
| All | -1.7% | +46.3% | -48.0% | -27.9% |
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