+23.8%
ALC vs KIM
+80.9%
-57.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -0.1% | -4.0% | +3.9% | +1.0% |
| 3M | +5.9% | +0.5% | +5.3% | +5.7% |
| 6M | -15.9% | +3.6% | -19.5% | -16.8% |
| YTD | -10.1% | +20.4% | -30.5% | -14.6% |
| 1Y | -10.2% | +9.7% | -19.9% | -12.6% |
| 3Y | -13.6% | +46.0% | -59.5% | -22.3% |
| 5Y | -15.1% | +34.4% | -49.6% | -22.7% |
| All | +23.8% | +80.9% | -57.1% | +1.8% |
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