-8.7%
AMCR vs KIM
+37.3%
-46.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -6.3% | -1.0% | -5.3% | -5.9% |
| 30D | -7.1% | -1.1% | -6.1% | -6.7% |
| 3M | +12.7% | -5.3% | +18.0% | +15.5% |
| 6M | +5.2% | +3.9% | +1.2% | +3.3% |
| YTD | +8.1% | +20.3% | -12.2% | -0.7% |
| 1Y | +11.7% | +10.4% | +1.3% | +6.5% |
| 3Y | +9.9% | +46.3% | -36.4% | -9.2% |
| 5Y | -8.7% | +37.6% | -46.2% | -21.3% |
| All | -8.7% | +37.3% | -46.0% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling