+194.9%
ALLY vs KIM
+65.6%
+129.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -0.2% | +2.8% | -3.0% | -1.9% |
| 30D | +3.4% | +16.3% | -12.9% | -6.1% |
| 3M | -11.1% | +6.6% | -17.7% | -14.8% |
| 6M | -11.5% | +12.3% | -23.8% | -18.2% |
| YTD | -12.3% | +31.6% | -43.9% | -27.1% |
| 1Y | +1.1% | +31.5% | -30.4% | -15.9% |
| 3Y | +64.8% | +68.0% | -3.2% | +16.8% |
| 5Y | -6.9% | +38.7% | -45.6% | -25.1% |
| 10Y | +194.9% | +65.7% | +129.2% | +64.6% |
| All | +194.9% | +65.6% | +129.4% | +64.6% |
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