+17,880.3%
AME vs KIM
+3,337.3%
+14,543.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.1% | +2.8% | -6.9% | -5.0% |
| 30D | -4.1% | +15.9% | -20.0% | -8.5% |
| 3M | -5.6% | +7.8% | -13.4% | -8.0% |
| 6M | +2.8% | +11.9% | -9.0% | -1.0% |
| YTD | +16.6% | +31.0% | -14.4% | +6.8% |
| 1Y | +21.1% | +32.3% | -11.3% | +10.5% |
| 3Y | +61.1% | +65.5% | -4.4% | +35.7% |
| 5Y | +76.6% | +37.2% | +39.4% | +55.7% |
| 10Y | +431.3% | +63.9% | +367.4% | +307.6% |
| All | +17,880.3% | +3,337.3% | +14,543.0% | +6,999.4% |
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