+528.2%
AMKR vs KIM
+32.5%
+495.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | +8.3% | -1.7% | +10.0% | +9.2% |
| 30D | -6.8% | -3.0% | -3.8% | -5.6% |
| 3M | -31.9% | -8.9% | -23.1% | -29.5% |
| 6M | +18.4% | +2.4% | +16.0% | +16.2% |
| YTD | +31.7% | +18.3% | +13.3% | +20.2% |
| 1Y | +105.2% | +8.2% | +97.1% | +95.1% |
| 3Y | +147.7% | +44.0% | +103.7% | +104.8% |
| 5Y | +99.4% | +37.3% | +62.0% | +69.0% |
| All | +528.2% | +32.5% | +495.7% | +337.8% |
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