-52.4%
ALHC vs KIM
+33.1%
-85.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +3.6% | +6.6% | +6.9% |
| 7D | -0.5% | +10.6% | -11.1% | -9.1% |
| 30D | -4.2% | +17.5% | -21.7% | -17.9% |
| 3M | -39.8% | +4.7% | -44.5% | -42.1% |
| 6M | -57.7% | +13.1% | -70.9% | -61.8% |
| YTD | -58.8% | +32.1% | -90.8% | -64.3% |
| 1Y | -52.4% | +32.7% | -85.0% | -58.8% |
| All | -52.4% | +33.1% | -85.5% | -58.8% |
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 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