+121.7%
KIM vs ABCL
-80.5%
+202.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -0.8% |
| 7D | +4.1% | -3.2% | +7.3% | +4.2% |
| 30D | +16.8% | -7.4% | +24.2% | +17.0% |
| 3M | +5.7% | +81.9% | -76.2% | +0.8% |
| 6M | +9.7% | +135.7% | -126.0% | +1.8% |
| YTD | +30.2% | +247.4% | -217.1% | +16.6% |
| 1Y | +32.1% | +162.3% | -130.1% | +20.7% |
| 3Y | +58.6% | +165.5% | -106.9% | +39.5% |
| 5Y | +31.2% | -21.3% | +52.4% | +19.7% |
| All | +121.7% | -80.5% | +202.3% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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