+0.5%
ALK vs KIM
+12.0%
-11.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.3% |
| 7D | +7.1% | +5.0% | +2.1% | +2.8% |
| 30D | -3.0% | +15.8% | -18.7% | -13.8% |
| 3M | -25.6% | +4.3% | -29.9% | -28.5% |
| 6M | +0.5% | +11.4% | -10.9% | -15.5% |
| All | +0.5% | +12.0% | -11.5% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling