+365.7%
ALAB vs KIM
+40.6%
+325.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.0% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | -13.6% | -1.7% | -11.9% | -13.5% |
| 3M | -16.6% | -0.8% | -15.8% | -17.3% |
| 6M | +142.3% | +4.4% | +137.9% | +137.2% |
| YTD | +73.6% | +21.2% | +52.4% | +64.8% |
| 1Y | +33.7% | +10.5% | +23.1% | +30.6% |
| All | +365.7% | +40.6% | +325.1% | +350.1% |
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