+7,228.2%
AMD vs KIM
+65.6%
+7,162.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.0% | +12.2% | +13.0% |
| 7D | +8.9% | +2.8% | +6.1% | +8.3% |
| 30D | -16.4% | +16.3% | -32.7% | -19.3% |
| 3M | +5.2% | +6.6% | -1.4% | +3.5% |
| 6M | +11.7% | +12.3% | -0.6% | +8.1% |
| YTD | +137.5% | +31.6% | +105.9% | +120.6% |
| 1Y | +117.8% | +31.5% | +86.3% | +102.0% |
| 3Y | +348.1% | +68.0% | +280.1% | +289.7% |
| 5Y | +241.5% | +38.7% | +202.8% | +211.4% |
| 10Y | +7,228.2% | +65.7% | +7,162.5% | +5,715.6% |
| All | +7,228.2% | +65.6% | +7,162.7% | +5,715.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling