+236.1%
ALNY vs KIM
+32.5%
+203.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -6.5% | -1.7% | -4.8% | -6.3% |
| 30D | +11.0% | -3.0% | +14.0% | +11.6% |
| 3M | -14.1% | -8.9% | -5.2% | -12.8% |
| 6M | -22.4% | +2.4% | -24.8% | -22.6% |
| YTD | -37.5% | +18.3% | -55.8% | -39.0% |
| 1Y | -46.9% | +8.2% | -55.1% | -47.6% |
| 3Y | +22.1% | +44.0% | -22.0% | +15.3% |
| 5Y | +31.2% | +37.3% | -6.2% | +24.6% |
| All | +236.1% | +32.5% | +203.6% | +263.2% |
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