-19.4%
AMRZ vs KIM
+9.7%
-29.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -16.9% | -4.0% | -13.0% | -15.6% |
| 3M | -19.2% | +0.5% | -19.7% | -19.8% |
| 6M | -29.3% | +3.6% | -32.9% | -30.9% |
| YTD | -18.0% | +20.4% | -38.4% | -24.7% |
| All | -19.4% | +9.7% | -29.2% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling