-18.3%
AMRZ vs KIM
+30.2%
-48.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | 0.0% | +2.8% | -2.8% | -1.3% |
| 30D | +15.9% | +15.9% | 0.0% | +8.4% |
| 3M | -9.2% | +7.8% | -16.9% | -12.5% |
| 6M | -20.3% | +11.9% | -32.2% | -24.8% |
| YTD | -21.5% | +31.0% | -52.5% | -31.0% |
| 1Y | -12.9% | +32.3% | -45.2% | -23.8% |
| All | -18.3% | +30.2% | -48.5% | -28.0% |
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