+569.3%
AMP vs KIM
+32.5%
+536.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.4% |
| 30D | -1.3% | -3.0% | +1.6% | +0.2% |
| 3M | +24.2% | -8.9% | +33.1% | +29.8% |
| 6M | +24.6% | +2.4% | +22.2% | +22.2% |
| YTD | +14.8% | +18.3% | -3.5% | +4.2% |
| 1Y | +12.8% | +8.2% | +4.6% | +7.1% |
| 3Y | +69.0% | +44.0% | +24.9% | +35.5% |
| 5Y | +124.9% | +37.3% | +87.5% | +83.4% |
| All | +569.3% | +32.5% | +536.8% | +324.6% |
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