-53.3%
ALHC vs KIM
+31.2%
-84.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -5.5% | -1.0% | -4.5% | -4.6% |
| 30D | -4.9% | +14.8% | -19.7% | -16.7% |
| 3M | -41.7% | +8.1% | -49.9% | -45.5% |
| 6M | -55.2% | +11.7% | -66.8% | -59.0% |
| YTD | -61.1% | +30.7% | -91.8% | -65.9% |
| 1Y | -53.3% | +29.7% | -83.1% | -58.7% |
| All | -53.3% | +31.2% | -84.5% | -58.7% |
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