+83.0%
ALB vs KIM
+29.1%
+53.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | -1.2% | -1.7% | +0.5% | -0.4% |
| 3M | -13.3% | -0.8% | -12.5% | -13.4% |
| 6M | -19.8% | +4.4% | -24.2% | -21.7% |
| YTD | -7.9% | +21.2% | -29.2% | -16.3% |
| 1Y | +60.2% | +10.5% | +49.6% | +51.5% |
| 3Y | -26.4% | +47.5% | -73.9% | -38.2% |
| 5Y | -42.5% | +37.1% | -79.6% | -50.1% |
| 10Y | +83.0% | +29.5% | +53.5% | +51.0% |
| All | +83.0% | +29.1% | +53.9% | +51.0% |
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