+337.5%
AMD vs KIM
+34.4%
+303.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | -0.9% | -4.0% | +3.1% | +1.0% |
| 3M | -8.7% | +0.5% | -9.3% | -10.1% |
| 6M | +136.3% | +3.6% | +132.7% | +129.0% |
| YTD | +123.0% | +20.4% | +102.6% | +97.2% |
| 1Y | +195.2% | +9.7% | +185.5% | +174.6% |
| 3Y | +336.3% | +46.0% | +290.4% | +224.8% |
| All | +337.5% | +34.4% | +303.1% | +262.2% |
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