+40.7%
AMC vs KIM
+31.2%
+9.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +5.5% | +2.8% | +2.7% | +4.3% |
| 30D | +16.1% | +15.9% | +0.2% | +8.7% |
| 3M | +43.0% | +7.8% | +35.2% | +38.4% |
| 6M | +130.7% | +11.9% | +118.8% | +112.6% |
| YTD | +121.8% | +31.0% | +90.8% | +98.8% |
| 1Y | +40.7% | +32.3% | +8.3% | +25.2% |
| All | +40.7% | +31.2% | +9.4% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling