+948.2%
ALM vs KIM
+34.4%
+913.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +32.0% | -4.0% | +36.0% | +33.1% |
| 3M | -15.0% | +0.5% | -15.6% | -15.6% |
| 6M | -10.1% | +3.6% | -13.7% | -11.1% |
| YTD | +99.4% | +20.4% | +79.0% | +90.6% |
| 1Y | +316.4% | +9.7% | +306.6% | +305.8% |
| 3Y | +2,022.0% | +46.0% | +1,976.0% | +1,791.0% |
| All | +948.2% | +34.4% | +913.7% | +854.2% |
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 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