-31.2%
ALHC vs KIM
+34.4%
-65.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -1.0% | -4.0% | +3.0% | +1.1% |
| 3M | -10.2% | +0.5% | -10.7% | -10.2% |
| 6M | -28.3% | +3.6% | -31.9% | -29.2% |
| YTD | -31.4% | +20.4% | -51.9% | -37.2% |
| 1Y | -16.9% | +9.7% | -26.6% | -20.5% |
| 3Y | +135.5% | +46.0% | +89.5% | +86.2% |
| All | -31.2% | +34.4% | -65.6% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling