+58.0%
ALLY vs KIM
+57.8%
+0.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +0.9% | +4.1% | -3.2% | -1.7% |
| 30D | +3.1% | +16.8% | -13.7% | -7.3% |
| 3M | -12.6% | +5.7% | -18.3% | -15.9% |
| 6M | -12.4% | +9.7% | -22.1% | -18.4% |
| YTD | -13.2% | +30.2% | -43.4% | -29.0% |
| 1Y | +1.8% | +32.1% | -30.3% | -17.8% |
| 3Y | +58.0% | +58.6% | -0.6% | +7.8% |
| All | +58.0% | +57.8% | +0.1% | +7.8% |
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