+92.1%
AMDL vs KIM
+52.6%
+39.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +5.4% | +2.8% | +2.6% | +4.9% |
| 30D | -36.6% | +15.9% | -52.5% | -39.4% |
| 3M | -1.0% | +7.8% | -8.7% | -2.8% |
| 6M | -12.1% | +11.9% | -24.0% | -17.8% |
| YTD | +215.1% | +31.0% | +184.1% | +159.3% |
| 1Y | +130.4% | +32.3% | +98.0% | +86.4% |
| All | +92.1% | +52.6% | +39.5% | +36.4% |
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