+342.6%
ALLE vs KIM
+121.9%
+220.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | 0.0% | +5.0% | -4.9% | -1.8% |
| 30D | +20.6% | +15.8% | +4.8% | +14.0% |
| 3M | +11.4% | +4.3% | +7.1% | +9.7% |
| 6M | +42.5% | +11.4% | +31.2% | +36.5% |
| YTD | +18.9% | +30.8% | -11.9% | +6.8% |
| 1Y | +14.2% | +31.4% | -17.3% | +2.3% |
| 3Y | +90.7% | +57.7% | +33.0% | +58.4% |
| 5Y | +52.5% | +31.7% | +20.8% | +34.2% |
| 10Y | +231.2% | +67.4% | +163.8% | +147.1% |
| All | +342.6% | +121.9% | +220.7% | +179.6% |
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 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