+62.0%
ALLY vs KIM
+65.6%
-3.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.7% | +2.8% | -3.4% | -2.5% |
| 30D | +1.1% | +15.9% | -14.7% | -8.6% |
| 3M | -13.2% | +7.8% | -21.0% | -17.6% |
| 6M | -13.5% | +11.9% | -25.3% | -20.5% |
| YTD | -14.3% | +31.0% | -45.3% | -30.3% |
| 1Y | -1.1% | +32.3% | -33.5% | -20.3% |
| 3Y | +62.0% | +65.5% | -3.5% | +5.4% |
| All | +62.0% | +65.6% | -3.6% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling