+3,219.4%
ALM vs KIM
+29.1%
+3,190.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.7% |
| 7D | +8.4% | -0.3% | +8.7% | +8.5% |
| 30D | +34.8% | -1.7% | +36.5% | +35.2% |
| 3M | +16.2% | -0.8% | +17.1% | +16.1% |
| 6M | +2.1% | +4.4% | -2.3% | +1.3% |
| YTD | +117.0% | +21.2% | +95.8% | +109.9% |
| 1Y | +313.9% | +10.5% | +303.3% | +305.9% |
| 3Y | +2,327.9% | +47.5% | +2,280.4% | +2,151.4% |
| 5Y | +1,040.6% | +37.1% | +1,003.6% | +961.6% |
| 10Y | +3,219.4% | +29.5% | +3,190.0% | +2,694.2% |
| All | +3,219.4% | +29.1% | +3,190.3% | +2,694.2% |
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