+1,311.4%
AMT vs KIM
+745.7%
+565.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +4.6% | -4.0% | +8.6% | +6.1% |
| 3M | -8.4% | +0.5% | -9.0% | -8.7% |
| 6M | -6.0% | +3.6% | -9.6% | -7.2% |
| YTD | +2.1% | +20.4% | -18.3% | -4.1% |
| 1Y | -6.4% | +9.7% | -16.1% | -9.4% |
| 3Y | +8.1% | +46.0% | -37.9% | -5.7% |
| 5Y | -31.9% | +34.4% | -66.4% | -39.5% |
| 10Y | +97.1% | +29.3% | +67.8% | +59.7% |
| All | +1,311.4% | +745.7% | +565.7% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling