+59.4%
AMKR vs KIM
+65.6%
-6.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -19.4% | +14.1% | -33.5% | -23.7% |
| 3M | -37.4% | +6.0% | -43.4% | -38.8% |
| 6M | -51.5% | +13.2% | -64.7% | -54.7% |
| YTD | -8.1% | +30.4% | -38.5% | -21.1% |
| 1Y | +13.8% | +31.0% | -17.2% | -2.7% |
| 3Y | +59.4% | +67.6% | -8.2% | +21.5% |
| All | +59.4% | +65.6% | -6.2% | +21.5% |
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