-91.6%
AMIX vs KIM
+33.1%
-124.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | +7.7% |
| 7D | -25.1% | +10.6% | -35.7% | +2.5% |
| 30D | -54.5% | +17.5% | -72.0% | -24.2% |
| 3M | -91.7% | +4.7% | -96.4% | -91.2% |
| 6M | -79.4% | +13.1% | -92.6% | -76.6% |
| YTD | -86.1% | +32.1% | -118.1% | -77.9% |
| 1Y | -91.6% | +32.7% | -124.2% | -86.0% |
| All | -91.6% | +33.1% | -124.7% | -86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling