+30.1%
ALC vs KIM
+96.9%
-66.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +2.3% | +2.8% | -0.4% | +1.6% |
| 30D | +15.5% | +15.9% | -0.4% | +11.0% |
| 3M | +0.6% | +7.8% | -7.2% | -1.4% |
| 6M | +18.4% | +11.9% | +6.5% | +14.8% |
| YTD | -5.6% | +31.0% | -36.6% | -12.3% |
| 1Y | 0.0% | +32.3% | -32.3% | -7.3% |
| 3Y | +2.8% | +65.5% | -62.7% | -10.4% |
| 5Y | -8.8% | +37.2% | -46.0% | -17.6% |
| All | +30.1% | +96.9% | -66.8% | +4.6% |
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