+416.2%
AME vs KIM
+33.1%
+383.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -8.6% | -1.7% | -6.9% | -8.1% |
| 3M | +5.8% | -7.1% | +12.9% | +8.1% |
| 6M | +3.8% | +2.9% | +1.0% | +2.6% |
| YTD | +14.4% | +18.8% | -4.4% | +7.9% |
| 1Y | +25.8% | +9.4% | +16.3% | +21.6% |
| 3Y | +55.2% | +44.6% | +10.6% | +35.3% |
| 5Y | +85.5% | +37.9% | +47.6% | +62.7% |
| All | +416.2% | +33.1% | +383.1% | +284.7% |
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 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