+215.3%
ALLE vs KIM
+63.6%
+151.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +25.9% | +14.1% | +11.8% | +19.7% |
| 3M | +15.8% | +6.0% | +9.8% | +13.3% |
| 6M | +48.1% | +13.2% | +34.8% | +41.0% |
| YTD | +22.0% | +30.4% | -8.4% | +9.8% |
| 1Y | +18.0% | +31.0% | -13.0% | +6.0% |
| 3Y | +93.1% | +67.6% | +25.5% | +57.2% |
| 5Y | +52.1% | +35.8% | +16.3% | +32.8% |
| All | +215.3% | +63.6% | +151.7% | +124.5% |
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 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