+937.8%
AMBA vs KIM
+123.7%
+814.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 3M | -12.7% | +0.5% | -13.3% | -13.9% |
| 6M | +11.2% | +3.6% | +7.6% | +8.2% |
| YTD | -11.2% | +20.4% | -31.7% | -19.1% |
| 1Y | -22.5% | +9.7% | -32.2% | -26.6% |
| 3Y | -1.3% | +46.0% | -47.3% | -16.9% |
| 5Y | -54.2% | +34.4% | -88.6% | -59.4% |
| 10Y | -6.1% | +29.3% | -35.4% | -14.4% |
| All | +937.8% | +123.7% | +814.1% | +566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling