-97.7%
AMC vs KIM
+132.7%
-230.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.3% |
| 7D | +2.6% | +4.1% | -1.5% | -0.3% |
| 30D | +9.0% | +16.8% | -7.8% | -3.3% |
| 3M | +22.2% | +5.7% | +16.5% | +17.2% |
| 6M | +91.5% | +9.7% | +81.8% | +76.8% |
| YTD | +101.3% | +30.2% | +71.1% | +62.6% |
| 1Y | +20.8% | +32.1% | -11.3% | -3.8% |
| 3Y | -71.3% | +58.6% | -129.9% | -80.8% |
| 5Y | -99.2% | +31.2% | -130.4% | -99.4% |
| 10Y | -98.7% | +66.7% | -165.4% | -99.3% |
| All | -97.7% | +132.7% | -230.4% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling