+123.2%
AMP vs KIM
+35.1%
+88.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | -2.0% | -1.5% | -0.6% | -1.3% |
| 30D | -1.7% | -1.7% | 0.0% | -0.8% |
| 3M | +23.2% | -7.1% | +30.4% | +27.7% |
| 6M | +22.2% | +2.9% | +19.3% | +19.4% |
| YTD | +14.0% | +18.8% | -4.9% | +2.4% |
| 1Y | +14.0% | +9.4% | +4.6% | +7.2% |
| 3Y | +67.0% | +44.6% | +22.4% | +29.8% |
| 5Y | +123.2% | +37.9% | +85.3% | +80.3% |
| All | +123.2% | +35.1% | +88.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling