-56.7%
AMC vs KIM
+66.0%
-122.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -2.8% | -1.0% | -1.8% | -2.2% |
| 30D | +14.0% | +14.8% | -0.8% | +5.7% |
| 3M | +42.5% | +8.1% | +34.4% | +36.7% |
| 6M | +142.6% | +11.7% | +130.9% | +126.3% |
| YTD | +119.2% | +30.7% | +88.5% | +87.8% |
| 1Y | +40.7% | +29.7% | +11.0% | +21.0% |
| All | -56.7% | +66.0% | -122.7% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling