+100.2%
AMCR vs KIM
+139.2%
-39.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -4.1% | -4.0% | -0.1% | -2.9% |
| 3M | +21.7% | +0.5% | +21.1% | +21.5% |
| 6M | +1.5% | +3.6% | -2.1% | +0.4% |
| YTD | +13.1% | +20.4% | -7.3% | +7.1% |
| 1Y | +13.0% | +9.7% | +3.3% | +9.8% |
| 3Y | +6.9% | +46.0% | -39.1% | -4.8% |
| 5Y | -10.5% | +34.4% | -44.9% | -19.0% |
| 10Y | +20.9% | +29.3% | -8.4% | -8.0% |
| All | +100.2% | +139.2% | -39.0% | +51.8% |
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