-20.3%
AMT vs KIM
+31.1%
-51.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +0.5% | +4.1% | -3.5% | -1.5% |
| 30D | +13.6% | +16.8% | -3.2% | +4.8% |
| 3M | +11.5% | +5.7% | +5.8% | +8.2% |
| 6M | +6.9% | +9.7% | -2.8% | +1.6% |
| YTD | +10.8% | +30.2% | -19.4% | -3.5% |
| 1Y | +10.3% | +32.1% | -21.8% | -4.8% |
| 3Y | +12.4% | +58.6% | -46.2% | -14.4% |
| All | -20.3% | +31.1% | -51.4% | -34.9% |
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