+65.5%
KIM vs ABCL
+206.1%
-140.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +2.8% | +2.3% | +0.5% | +2.6% |
| 30D | +15.9% | -0.7% | +16.6% | +15.7% |
| 3M | +7.8% | +33.4% | -25.6% | +5.9% |
| 6M | +11.9% | +137.8% | -125.9% | +5.5% |
| YTD | +31.0% | +264.3% | -233.3% | +18.9% |
| 1Y | +32.3% | +209.2% | -176.8% | +21.6% |
| 3Y | +65.5% | +208.4% | -142.9% | +44.3% |
| All | +65.5% | +206.1% | -140.7% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling