+124.5%
AMT vs KIM
+65.6%
+59.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.4% | +2.8% | -2.5% | -0.4% |
| 30D | +3.7% | +16.3% | -12.6% | -0.7% |
| 3M | +10.7% | +6.6% | +4.1% | +8.7% |
| 6M | +9.3% | +12.3% | -3.1% | +5.6% |
| YTD | +10.9% | +31.6% | -20.6% | +2.6% |
| 1Y | +10.5% | +31.5% | -21.0% | +2.1% |
| 3Y | +15.5% | +68.0% | -52.4% | -0.7% |
| 5Y | -20.6% | +38.7% | -59.3% | -28.7% |
| 10Y | +124.5% | +65.7% | +58.8% | +80.5% |
| All | +124.5% | +65.6% | +59.0% | +80.5% |
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