-9.0%
ALLY vs KIM
+34.6%
-43.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.5% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | +5.2% | +14.1% | -8.9% | -5.3% |
| 3M | -13.3% | +6.0% | -19.3% | -17.4% |
| 6M | -6.7% | +13.2% | -19.9% | -16.2% |
| YTD | -12.8% | +30.4% | -43.2% | -30.7% |
| 1Y | +0.7% | +31.0% | -30.3% | -20.4% |
| 3Y | +65.2% | +67.6% | -2.4% | +3.2% |
| All | -9.0% | +34.6% | -43.5% | -30.9% |
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