+809.9%
ALK vs KIM
+3,330.6%
-2,520.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.7% |
| 7D | +7.1% | +5.0% | +2.1% | +4.5% |
| 30D | -3.0% | +15.8% | -18.7% | -10.1% |
| 3M | -25.6% | +4.3% | -29.9% | -27.1% |
| 6M | +0.5% | +11.4% | -10.9% | -4.9% |
| YTD | -23.1% | +30.8% | -53.8% | -33.2% |
| 1Y | -7.5% | +31.4% | -39.0% | -19.9% |
| 3Y | +15.3% | +57.7% | -42.3% | -9.3% |
| 5Y | -34.8% | +31.7% | -66.5% | -43.8% |
| 10Y | -41.2% | +67.4% | -108.5% | -57.5% |
| All | +809.9% | +3,330.6% | -2,520.8% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling