+189.7%
ALLY vs KIM
+64.5%
+125.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +0.9% | +4.1% | -3.2% | -1.6% |
| 30D | +3.1% | +16.8% | -13.7% | -6.7% |
| 3M | -12.6% | +5.7% | -18.3% | -15.7% |
| 6M | -12.4% | +9.7% | -22.1% | -17.8% |
| YTD | -13.2% | +30.2% | -43.4% | -27.2% |
| 1Y | +1.8% | +32.1% | -30.3% | -15.5% |
| 3Y | +58.0% | +58.6% | -0.6% | +16.2% |
| 5Y | -8.4% | +31.2% | -39.6% | -23.9% |
| All | +189.7% | +64.5% | +125.2% | +59.6% |
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