+3.0%
ALLY vs KIM
+34.4%
-31.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +3.7% | +0.4% | +3.3% | +3.3% |
| 30D | -2.3% | -4.0% | +1.7% | +0.8% |
| 3M | +3.8% | +0.5% | +3.3% | +2.7% |
| 6M | +9.7% | +3.6% | +6.1% | +5.8% |
| YTD | -1.4% | +20.4% | -21.8% | -16.2% |
| 1Y | +8.2% | +9.7% | -1.5% | -0.7% |
| 3Y | +66.5% | +46.0% | +20.5% | +17.7% |
| All | +3.0% | +34.4% | -31.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling