+270.3%
ALLE vs KIM
+104.4%
+165.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -6.8% | -4.0% | -2.8% | -5.3% |
| 3M | +21.0% | +0.5% | +20.5% | +20.5% |
| 6M | +1.1% | +3.6% | -2.5% | -0.5% |
| YTD | -0.5% | +20.4% | -21.0% | -7.8% |
| 1Y | -7.3% | +9.7% | -17.0% | -10.9% |
| 3Y | +42.3% | +46.0% | -3.7% | +21.4% |
| 5Y | +13.5% | +34.4% | -21.0% | -0.7% |
| 10Y | +144.0% | +29.3% | +114.7% | +103.0% |
| All | +270.3% | +104.4% | +165.9% | +141.3% |
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