-99.9%
AMIX vs KIM
+42.0%
-141.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.7% |
| 7D | +11.4% | +2.8% | +8.7% | +12.2% |
| 30D | -40.5% | +15.9% | -56.4% | -38.4% |
| 3M | -80.1% | +7.8% | -87.9% | -79.7% |
| 6M | -74.8% | +11.9% | -86.7% | -75.9% |
| YTD | -84.0% | +31.0% | -115.0% | -86.1% |
| 1Y | -89.7% | +32.3% | -122.1% | -91.2% |
| All | -99.9% | +42.0% | -141.9% | -99.9% |
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