+8,520.0%
AMD vs KIM
+63.0%
+8,457.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.0% |
| 7D | +44.7% | -0.7% | +45.4% | +44.9% |
| 30D | -3.3% | +13.4% | -16.7% | -6.2% |
| 3M | +21.2% | +6.5% | +14.7% | +19.2% |
| 6M | +30.6% | +10.6% | +20.0% | +26.8% |
| YTD | +173.3% | +29.9% | +143.4% | +154.5% |
| 1Y | +126.1% | +29.6% | +96.5% | +110.5% |
| 3Y | +393.5% | +64.1% | +329.5% | +331.3% |
| 5Y | +295.8% | +35.3% | +260.5% | +262.3% |
| All | +8,520.0% | +63.0% | +8,457.0% | +6,824.6% |
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