+6,351.7%
AMD vs KIM
+64.5%
+6,287.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.1% |
| 7D | -11.0% | +4.1% | -15.1% | -11.8% |
| 30D | -30.5% | +16.8% | -47.3% | -33.0% |
| 3M | -8.2% | +5.7% | -13.9% | -9.5% |
| 6M | +6.6% | +9.7% | -3.1% | +3.7% |
| YTD | +109.7% | +30.2% | +79.4% | +95.2% |
| 1Y | +88.9% | +32.1% | +56.8% | +75.0% |
| 3Y | +301.8% | +58.6% | +243.2% | +253.9% |
| 5Y | +229.4% | +31.2% | +198.2% | +202.4% |
| All | +6,351.7% | +64.5% | +6,287.2% | +5,039.1% |
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