-16.6%
AMRZ vs KIM
+30.7%
-47.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.7% |
| 7D | -1.1% | +2.8% | -4.0% | -2.5% |
| 30D | +18.3% | +16.3% | +2.0% | +10.4% |
| 3M | -8.0% | +6.6% | -14.6% | -11.0% |
| 6M | -18.7% | +12.3% | -31.0% | -23.4% |
| YTD | -19.8% | +31.6% | -51.4% | -29.7% |
| 1Y | -12.3% | +31.5% | -43.8% | -23.1% |
| All | -16.6% | +30.7% | -47.3% | -26.7% |
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