+21.4%
ALC vs KIM
+82.2%
-60.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | -3.7% | -1.7% | -2.0% | -3.3% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | -14.6% | +4.4% | -19.0% | -15.7% |
| YTD | -11.9% | +21.2% | -33.1% | -16.4% |
| 1Y | -13.1% | +10.5% | -23.7% | -15.6% |
| 3Y | -15.0% | +47.5% | -62.5% | -23.8% |
| 5Y | -16.2% | +37.1% | -53.3% | -24.0% |
| All | +21.4% | +82.2% | -60.8% | -0.4% |
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 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