-2.8%
ALLY vs KIM
+29.4%
-32.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | +2.0% | +13.4% | -11.4% | -2.7% |
| 3M | -13.3% | +6.5% | -19.9% | -15.6% |
| 6M | -9.9% | +10.6% | -20.4% | -14.3% |
| YTD | -13.5% | +29.9% | -43.5% | -22.5% |
| 1Y | -2.8% | +29.6% | -32.4% | -12.5% |
| All | -2.8% | +29.4% | -32.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling