+249.6%
ALAB vs KIM
+52.5%
+197.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.0% | +12.7% | +13.8% |
| 7D | -5.6% | +2.8% | -8.4% | -5.3% |
| 30D | -36.6% | +16.3% | -53.0% | -36.1% |
| 3M | -35.1% | +6.6% | -41.7% | -34.4% |
| 6M | +8.5% | +12.3% | -3.8% | +7.7% |
| YTD | +30.4% | +31.6% | -1.2% | +25.0% |
| 1Y | +31.0% | +31.5% | -0.5% | +25.5% |
| All | +249.6% | +52.5% | +197.1% | +241.3% |
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