-98.7%
AMC vs KIM
+65.6%
-164.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.5% |
| 7D | +6.6% | +2.8% | +3.8% | +4.5% |
| 30D | +14.1% | +16.3% | -2.2% | +1.0% |
| 3M | +31.3% | +6.6% | +24.6% | +24.8% |
| 6M | +126.7% | +12.3% | +114.4% | +104.5% |
| YTD | +117.9% | +31.6% | +86.4% | +72.9% |
| 1Y | +41.1% | +31.5% | +9.6% | +11.8% |
| 3Y | -61.0% | +68.0% | -129.0% | -75.7% |
| 5Y | -99.1% | +38.7% | -137.8% | -99.3% |
| 10Y | -98.7% | +65.7% | -164.4% | -99.4% |
| All | -98.7% | +65.6% | -164.3% | -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