+89.2%
ALLE vs KIM
+57.8%
+31.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.6% | +4.1% | -4.6% | -2.6% |
| 30D | +25.3% | +16.8% | +8.5% | +15.9% |
| 3M | +10.3% | +5.7% | +4.6% | +7.1% |
| 6M | +38.0% | +9.7% | +28.4% | +31.0% |
| YTD | +17.8% | +30.2% | -12.5% | +2.1% |
| 1Y | +13.6% | +32.1% | -18.5% | -2.3% |
| 3Y | +89.2% | +58.6% | +30.6% | +50.6% |
| All | +89.2% | +57.8% | +31.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling