+5,729.2%
AMD vs KIM
+3,330.6%
+2,398.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.0% | -16.3% | -16.9% |
| 7D | -28.6% | +5.0% | -33.6% | -29.9% |
| 30D | -37.7% | +15.8% | -53.5% | -41.2% |
| 3M | -16.1% | +4.3% | -20.4% | -17.7% |
| 6M | +13.8% | +11.4% | +2.5% | +8.4% |
| YTD | +88.8% | +30.8% | +58.0% | +68.5% |
| 1Y | +57.8% | +31.4% | +26.3% | +40.2% |
| 3Y | +260.3% | +57.7% | +202.6% | +195.6% |
| 5Y | +196.6% | +31.7% | +164.9% | +161.1% |
| 10Y | +6,064.6% | +67.4% | +5,997.3% | +4,187.3% |
| All | +5,729.2% | +3,330.6% | +2,398.5% | +790.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling