+264.6%
AMD vs KIM
+34.6%
+230.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -8.9% |
| 7D | +18.9% | +0.1% | +18.8% | +18.9% |
| 30D | -6.4% | +14.1% | -20.6% | -12.9% |
| 3M | +10.6% | +6.0% | +4.6% | +6.9% |
| 6M | +19.9% | +13.2% | +6.6% | +10.3% |
| YTD | +149.4% | +30.4% | +119.0% | +109.1% |
| 1Y | +115.4% | +31.0% | +84.3% | +79.5% |
| 3Y | +357.3% | +67.6% | +289.7% | +203.5% |
| All | +264.6% | +34.6% | +230.0% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling