+41.8%
ALM vs KIM
+33.1%
+8.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.2% |
| 7D | -6.4% | +10.6% | -17.0% | -6.2% |
| 30D | -35.0% | +17.5% | -52.5% | -34.9% |
| 3M | -33.8% | +4.7% | -38.5% | -34.1% |
| 6M | -55.0% | +13.1% | -68.1% | -55.5% |
| YTD | -0.2% | +32.1% | -32.3% | +9.1% |
| 1Y | +41.8% | +32.7% | +9.1% | +55.5% |
| All | +41.8% | +33.1% | +8.7% | +55.5% |
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