+4.1%
ALC vs KIM
+65.6%
-61.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +16.0% | +14.1% | +1.9% | +9.5% |
| 3M | +0.8% | +6.0% | -5.2% | -1.8% |
| 6M | +16.8% | +13.2% | +3.6% | +10.4% |
| YTD | -5.5% | +30.4% | -35.9% | -16.2% |
| 1Y | -5.3% | +31.0% | -36.3% | -16.2% |
| 3Y | +4.1% | +67.6% | -63.6% | -15.6% |
| All | +4.1% | +65.6% | -61.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling