+400.4%
ALAB vs KIM
+39.6%
+360.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +9.9% | +9.8% |
| 7D | +7.2% | +0.4% | +6.8% | +7.2% |
| 30D | -2.5% | -4.0% | +1.5% | -2.4% |
| 3M | -13.3% | +0.5% | -13.9% | -14.5% |
| 6M | +172.8% | +3.6% | +169.2% | +167.2% |
| YTD | +86.6% | +20.4% | +66.2% | +77.1% |
| 1Y | +65.2% | +9.7% | +55.4% | +61.3% |
| All | +400.4% | +39.6% | +360.8% | +383.7% |
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