+3,507.4%
ALM vs KIM
+117.9%
+3,389.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | -6.7% | +4.1% | -10.7% | -7.3% |
| 30D | -32.9% | +16.8% | -49.7% | -34.8% |
| 3M | -39.5% | +5.7% | -45.2% | -40.1% |
| 6M | -62.0% | +9.7% | -71.7% | -62.7% |
| YTD | -7.8% | +30.2% | -38.1% | -12.4% |
| 1Y | +26.7% | +32.1% | -5.4% | +20.1% |
| 3Y | +825.4% | +58.6% | +766.8% | +739.9% |
| 5Y | +401.2% | +31.2% | +370.1% | +365.9% |
| 10Y | +2,074.0% | +66.7% | +2,007.4% | +1,812.3% |
| All | +3,507.4% | +117.9% | +3,389.5% | +1,879.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling