+167.2%
ALLY vs KIM
+63.6%
+103.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | +5.2% | +14.1% | -8.9% | -3.3% |
| 3M | -13.3% | +6.0% | -19.3% | -16.6% |
| 6M | -6.7% | +13.2% | -19.9% | -14.2% |
| YTD | -12.8% | +30.4% | -43.2% | -27.1% |
| 1Y | +0.7% | +31.0% | -30.3% | -16.1% |
| 3Y | +65.2% | +67.6% | -2.4% | +17.4% |
| 5Y | -10.1% | +35.8% | -45.9% | -26.8% |
| All | +167.2% | +63.6% | +103.6% | +46.6% |
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 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