+75.8%
ALB vs KIM
+9.4%
+66.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -8.6% | -1.0% | -7.6% | -8.6% |
| 30D | -4.0% | -1.1% | -3.0% | -4.1% |
| 3M | -17.4% | -5.3% | -12.1% | -17.5% |
| 6M | -25.4% | +3.9% | -29.3% | -26.3% |
| YTD | -10.5% | +20.3% | -30.8% | -11.4% |
| 1Y | +75.8% | +10.4% | +65.4% | +63.4% |
| All | +75.8% | +9.4% | +66.4% | +63.4% |
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