+22.7%
ALM vs KIM
+31.8%
-9.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.0% | +8.1% |
| 7D | +0.7% | +2.8% | -2.1% | +0.8% |
| 30D | -26.1% | +16.3% | -42.4% | -25.8% |
| 3M | -38.1% | +6.6% | -44.8% | -38.2% |
| 6M | -55.4% | +12.3% | -67.7% | -55.9% |
| YTD | -0.4% | +31.6% | -32.0% | +11.2% |
| All | +22.7% | +31.8% | -9.0% | +37.0% |
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 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