+6,882.0%
AMD vs KIM
+27.5%
+6,854.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -0.9% | -4.0% | +3.1% | 0.0% |
| 3M | -8.7% | +0.5% | -9.3% | -9.3% |
| 6M | +136.3% | +3.6% | +132.7% | +133.3% |
| YTD | +123.0% | +20.4% | +102.6% | +111.4% |
| 1Y | +195.2% | +9.7% | +185.5% | +186.1% |
| 3Y | +336.3% | +46.0% | +290.4% | +291.1% |
| 5Y | +334.5% | +34.4% | +300.0% | +300.6% |
| All | +6,882.0% | +27.5% | +6,854.5% | +6,699.8% |
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 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