+24.8%
ALAB vs KIM
+31.8%
-6.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.0% | +12.7% | +14.7% |
| 7D | -5.6% | +2.8% | -8.4% | -2.8% |
| 30D | -36.6% | +16.3% | -53.0% | -25.1% |
| 3M | -35.1% | +6.6% | -41.7% | -29.0% |
| 6M | +8.5% | +12.3% | -3.8% | +20.6% |
| YTD | +30.4% | +31.6% | -1.2% | +71.2% |
| All | +24.8% | +31.8% | -6.9% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling