-33.9%
ALK vs KIM
+31.1%
-65.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +9.0% | +4.1% | +5.0% | +6.0% |
| 30D | -1.6% | +16.8% | -18.4% | -12.4% |
| 3M | -23.2% | +5.7% | -28.9% | -26.2% |
| 6M | -3.9% | +9.7% | -13.6% | -10.4% |
| YTD | -22.6% | +30.2% | -52.8% | -36.5% |
| 1Y | -5.3% | +32.1% | -37.4% | -23.2% |
| 3Y | +18.6% | +58.6% | -40.0% | -17.2% |
| All | -33.9% | +31.1% | -65.0% | -49.8% |
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 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