-80.6%
AMC vs KIM
+46.3%
-126.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | -0.7% | -4.0% | +3.2% | +1.6% |
| 3M | +35.2% | +0.5% | +34.7% | +33.9% |
| 6M | +124.6% | +3.6% | +121.0% | +119.2% |
| YTD | +69.9% | +20.4% | +49.4% | +52.1% |
| 1Y | -2.6% | +9.7% | -12.3% | -8.2% |
| All | -80.6% | +46.3% | -126.9% | -87.3% |
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