-71.6%
AMBA vs KIM
+31.2%
-102.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.5% | -8.8% |
| 7D | -14.6% | +5.0% | -19.5% | -17.6% |
| 30D | -18.8% | +15.8% | -34.6% | -27.3% |
| 3M | -32.6% | +4.3% | -36.9% | -35.0% |
| 6M | -25.8% | +11.4% | -37.2% | -33.7% |
| YTD | -22.1% | +30.8% | -52.9% | -39.6% |
| 1Y | -36.2% | +31.4% | -67.7% | -50.9% |
| 3Y | +10.0% | +57.7% | -47.7% | -30.1% |
| 5Y | -71.6% | +31.7% | -103.3% | -78.5% |
| All | -71.6% | +31.2% | -102.8% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling