+95.0%
AMT vs KIM
+29.1%
+65.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | +1.8% | -1.7% | +3.6% | +2.4% |
| 3M | -6.2% | -0.8% | -5.4% | -6.0% |
| 6M | -5.0% | +4.4% | -9.4% | -6.2% |
| YTD | +2.1% | +21.2% | -19.2% | -3.5% |
| 1Y | -5.7% | +10.5% | -16.3% | -8.5% |
| 3Y | +7.9% | +47.5% | -39.6% | -4.0% |
| 5Y | -32.3% | +37.1% | -69.4% | -38.8% |
| 10Y | +95.0% | +29.5% | +65.5% | +93.1% |
| All | +95.0% | +29.1% | +65.9% | +93.1% |
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