-98.9%
AMC vs KIM
+27.5%
-126.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | +2.3% | +0.4% | +1.9% | +1.9% |
| 30D | -0.7% | -4.0% | +3.2% | +2.7% |
| 3M | +35.2% | +0.5% | +34.7% | +33.4% |
| 6M | +124.6% | +3.6% | +121.0% | +117.4% |
| YTD | +69.9% | +20.4% | +49.4% | +44.9% |
| 1Y | -2.6% | +9.7% | -12.3% | -11.1% |
| 3Y | -79.8% | +46.0% | -125.8% | -86.0% |
| 5Y | -99.4% | +34.4% | -133.8% | -99.5% |
| All | -98.9% | +27.5% | -126.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling