-22.2%
AMDL vs KIM
+10.6%
-32.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.4% | +22.7% | +21.6% |
| 7D | -26.2% | +4.1% | -30.3% | -20.4% |
| 30D | -57.1% | +16.8% | -73.9% | -42.6% |
| 3M | -29.8% | +5.7% | -35.5% | -19.2% |
| 6M | -22.2% | +9.7% | -31.9% | -16.7% |
| All | -22.2% | +10.6% | -32.8% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling