+2,176.8%
ALB vs KIM
+1,521.2%
+655.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -2.6% | +14.8% | -17.4% | -8.1% |
| 3M | -25.6% | +8.1% | -33.7% | -28.0% |
| 6M | -54.0% | +11.7% | -65.7% | -56.3% |
| YTD | -31.6% | +30.7% | -62.3% | -39.3% |
| 1Y | -6.6% | +29.7% | -36.3% | -16.9% |
| 3Y | -14.0% | +65.1% | -79.1% | -30.1% |
| 5Y | -62.5% | +34.7% | -97.2% | -66.9% |
| 10Y | +36.3% | +64.1% | -27.8% | +0.4% |
| All | +2,176.8% | +1,521.2% | +655.6% | +616.7% |
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