-55.6%
ALHC vs KIM
+69.5%
-125.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.5% | -1.0% | -4.5% | -5.1% |
| 30D | -4.9% | +14.8% | -19.7% | -11.0% |
| 3M | -41.7% | +8.1% | -49.9% | -43.8% |
| 6M | -55.2% | +11.7% | -66.8% | -57.2% |
| YTD | -61.1% | +30.7% | -91.8% | -65.3% |
| 1Y | -53.3% | +29.7% | -83.1% | -58.2% |
| 3Y | +28.2% | +65.1% | -36.9% | -0.6% |
| 5Y | -65.8% | +34.7% | -100.4% | -70.8% |
| All | -55.6% | +69.5% | -125.1% | -61.0% |
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