+2,031.1%
ALM vs KIM
+65.6%
+1,965.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.0% | +7.9% |
| 7D | +0.7% | +2.8% | -2.1% | +0.3% |
| 30D | -26.1% | +16.3% | -42.4% | -27.9% |
| 3M | -38.1% | +6.6% | -44.8% | -38.8% |
| 6M | -55.4% | +12.3% | -67.7% | -56.3% |
| YTD | -0.4% | +31.6% | -32.0% | -4.9% |
| 1Y | +25.4% | +31.5% | -6.1% | +19.6% |
| 3Y | +907.8% | +68.0% | +839.8% | +815.2% |
| 5Y | +440.2% | +38.7% | +401.5% | +401.5% |
| 10Y | +2,031.1% | +65.7% | +1,965.4% | +1,542.1% |
| All | +2,031.1% | +65.6% | +1,965.6% | +1,542.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling