+405.3%
ALM vs KIM
+34.6%
+370.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.4% | +7.4% | +7.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -19.3% | +14.1% | -33.4% | -21.7% |
| 3M | -40.6% | +6.0% | -46.6% | -41.4% |
| 6M | -57.9% | +13.2% | -71.2% | -59.3% |
| YTD | -6.7% | +30.4% | -37.1% | -12.6% |
| 1Y | +20.2% | +31.0% | -10.9% | +12.3% |
| 3Y | +879.4% | +67.6% | +811.8% | +737.3% |
| All | +405.3% | +34.6% | +370.7% | +340.2% |
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