+33.0%
ALB vs KIM
+64.9%
-31.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +5.3% | +2.8% | +2.5% | +4.0% |
| 30D | -6.3% | +15.9% | -22.1% | -12.4% |
| 3M | -27.4% | +7.8% | -35.2% | -29.9% |
| 6M | -53.1% | +11.9% | -65.0% | -55.7% |
| YTD | -32.3% | +31.0% | -63.4% | -40.6% |
| 1Y | -7.3% | +32.3% | -39.6% | -19.1% |
| 3Y | -14.9% | +65.5% | -80.4% | -32.1% |
| 5Y | -62.0% | +37.2% | -99.2% | -67.3% |
| 10Y | +33.0% | +63.9% | -30.9% | -6.7% |
| All | +33.0% | +64.9% | -31.9% | -6.7% |
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 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