-69.4%
AMBA vs KIM
+38.5%
-108.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +4.5% |
| 7D | 0.0% | +2.8% | -2.9% | -2.1% |
| 30D | -8.6% | +16.3% | -24.9% | -18.6% |
| 3M | -29.0% | +6.6% | -35.6% | -32.6% |
| 6M | -19.2% | +12.3% | -31.5% | -28.4% |
| YTD | -13.0% | +31.6% | -44.5% | -33.0% |
| 1Y | -31.3% | +31.5% | -62.8% | -47.2% |
| 3Y | +28.1% | +68.0% | -39.8% | -23.8% |
| 5Y | -69.4% | +38.7% | -108.1% | -76.8% |
| All | -69.4% | +38.5% | -108.0% | -76.8% |
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