+95.6%
ALLE vs KIM
+62.3%
+33.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.2% |
| 7D | -0.6% | +2.8% | -3.5% | -2.1% |
| 30D | +26.6% | +16.3% | +10.3% | +17.2% |
| 3M | +13.2% | +6.6% | +6.5% | +9.4% |
| 6M | +42.9% | +12.3% | +30.6% | +34.0% |
| YTD | +21.0% | +31.6% | -10.5% | +4.3% |
| 1Y | +15.2% | +31.5% | -16.3% | -0.8% |
| 3Y | +95.6% | +68.0% | +27.6% | +51.7% |
| All | +95.6% | +62.3% | +33.3% | +51.7% |
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