+95.0%
AMDL vs KIM
+40.2%
+54.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -4.4% | -4.0% | -0.4% | -2.9% |
| 3M | -30.5% | +0.5% | -31.0% | -32.8% |
| 6M | +300.9% | +3.6% | +297.3% | +281.2% |
| YTD | +219.9% | +20.4% | +199.5% | +169.0% |
| 1Y | +374.7% | +9.7% | +365.0% | +331.9% |
| All | +95.0% | +40.2% | +54.8% | +41.4% |
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 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