+2,885.9%
ALB vs KIM
+1,393.4%
+1,492.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -8.1% | +0.4% | -8.5% | -8.2% |
| 30D | +6.3% | -4.0% | +10.2% | +8.0% |
| 3M | -23.6% | +0.5% | -24.1% | -24.1% |
| 6M | -24.6% | +3.6% | -28.2% | -26.1% |
| YTD | -10.3% | +20.4% | -30.7% | -17.5% |
| 1Y | +61.5% | +9.7% | +51.8% | +54.0% |
| 3Y | -34.0% | +46.0% | -80.0% | -43.6% |
| 5Y | -44.6% | +34.4% | -79.0% | -51.0% |
| 10Y | +76.1% | +29.3% | +46.8% | +42.8% |
| All | +2,885.9% | +1,393.4% | +1,492.5% | +873.5% |
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