+95.5%
AMD vs KIM
+33.1%
+62.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +3.8% |
| 7D | -15.5% | +10.6% | -26.1% | -8.3% |
| 30D | -22.6% | +17.5% | -40.1% | -11.9% |
| 3M | -5.7% | +4.7% | -10.5% | -0.9% |
| 6M | +43.1% | +13.1% | +30.0% | +57.1% |
| YTD | +128.2% | +32.1% | +96.2% | +199.9% |
| 1Y | +95.5% | +32.7% | +62.8% | +157.4% |
| All | +95.5% | +33.1% | +62.4% | +157.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling