+310.8%
AMKR vs KIM
+698.9%
-388.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | +11.1% | -0.3% | +11.4% | +11.3% |
| 30D | -8.1% | -1.7% | -6.4% | -7.3% |
| 3M | -25.6% | -0.8% | -24.8% | -25.8% |
| 6M | +22.5% | +4.4% | +18.1% | +19.1% |
| YTD | +29.1% | +21.2% | +7.9% | +16.1% |
| 1Y | +105.7% | +10.5% | +95.1% | +93.1% |
| 3Y | +133.2% | +47.5% | +85.7% | +88.9% |
| 5Y | +98.5% | +37.1% | +61.4% | +66.3% |
| 10Y | +490.6% | +29.5% | +461.1% | +351.5% |
| All | +310.8% | +698.9% | -388.1% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling