+221.5%
ALLE vs KIM
+65.6%
+155.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.4% |
| 7D | -0.6% | +2.8% | -3.5% | -1.7% |
| 30D | +26.6% | +16.3% | +10.3% | +19.5% |
| 3M | +13.2% | +6.6% | +6.5% | +10.5% |
| 6M | +42.9% | +12.3% | +30.6% | +36.5% |
| YTD | +21.0% | +31.6% | -10.5% | +8.6% |
| 1Y | +15.2% | +31.5% | -16.3% | +3.3% |
| 3Y | +95.6% | +68.0% | +27.6% | +59.1% |
| 5Y | +53.4% | +38.7% | +14.7% | +33.0% |
| 10Y | +221.5% | +65.7% | +155.8% | +127.0% |
| All | +221.5% | +65.6% | +155.9% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling