-91.6%
AMIX vs KIM
+31.1%
-122.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -1.3% |
| 7D | -16.0% | +4.1% | -20.1% | -5.0% |
| 30D | -55.4% | +16.8% | -72.2% | -26.7% |
| 3M | -87.5% | +5.7% | -93.2% | -85.9% |
| 6M | -81.2% | +9.7% | -90.9% | -80.1% |
| YTD | -86.8% | +30.2% | -117.1% | -80.0% |
| 1Y | -91.6% | +32.1% | -123.7% | -85.9% |
| All | -91.6% | +31.1% | -122.7% | -85.9% |
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 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