-5.9%
ALC vs KIM
+31.2%
-37.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.0% |
| 7D | -6.3% | -1.0% | -5.3% | -5.7% |
| 30D | +12.6% | +14.8% | -2.2% | +5.3% |
| 3M | -3.8% | +8.1% | -12.0% | -7.7% |
| 6M | +16.8% | +11.7% | +5.2% | +9.9% |
| YTD | -7.6% | +30.7% | -38.3% | -19.6% |
| 1Y | -5.9% | +29.7% | -35.6% | -17.5% |
| All | -5.9% | +31.2% | -37.1% | -17.5% |
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 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