+199.0%
AMD vs KIM
+31.1%
+167.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.2% |
| 7D | -11.0% | +4.1% | -15.1% | -12.8% |
| 30D | -30.5% | +16.8% | -47.3% | -36.0% |
| 3M | -8.2% | +5.7% | -13.9% | -11.1% |
| 6M | +6.6% | +9.7% | -3.1% | -0.1% |
| YTD | +109.7% | +30.2% | +79.4% | +76.0% |
| 1Y | +88.9% | +32.1% | +56.8% | +56.4% |
| 3Y | +301.8% | +58.6% | +243.2% | +178.6% |
| All | +199.0% | +31.1% | +167.9% | +138.0% |
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