-99.9%
AMIX vs KIM
+41.7%
-141.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.8% |
| 7D | -25.5% | +5.0% | -30.4% | -24.6% |
| 30D | -56.2% | +15.8% | -72.0% | -54.7% |
| 3M | -87.4% | +4.3% | -91.7% | -87.3% |
| 6M | -80.9% | +11.4% | -92.3% | -81.7% |
| YTD | -86.8% | +30.8% | -117.6% | -88.6% |
| 1Y | -91.3% | +31.4% | -122.8% | -92.6% |
| All | -99.9% | +41.7% | -141.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling