+47.6%
AMDL vs KIM
+51.6%
-4.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.4% | +22.7% | +22.4% |
| 7D | -26.2% | +4.1% | -30.3% | -26.8% |
| 30D | -57.1% | +16.8% | -73.9% | -59.2% |
| 3M | -29.8% | +5.7% | -35.5% | -30.7% |
| 6M | -22.2% | +9.7% | -31.9% | -26.6% |
| YTD | +142.1% | +30.2% | +111.9% | +99.5% |
| 1Y | +85.8% | +32.1% | +53.7% | +49.6% |
| All | +47.6% | +51.6% | -4.0% | +4.9% |
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 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