+119.6%
AMDL vs KIM
+52.2%
+67.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.2% | +14.6% | +14.4% |
| 7D | +18.5% | -1.0% | +19.5% | +19.0% |
| 30D | -24.2% | +14.8% | -39.0% | -27.4% |
| 3M | +11.5% | +8.1% | +3.3% | +9.3% |
| 6M | -1.0% | +11.7% | -12.7% | -7.4% |
| YTD | +260.3% | +30.7% | +229.5% | +196.6% |
| 1Y | +178.2% | +29.7% | +148.4% | +129.2% |
| All | +119.6% | +52.2% | +67.4% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling