+105.1%
KIM vs ABCL
-81.3%
+186.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -4.0% | +93.1% | -97.1% | -8.5% |
| 3M | +0.5% | +79.4% | -78.9% | -4.1% |
| 6M | +3.6% | +214.9% | -211.3% | -5.7% |
| YTD | +20.4% | +234.2% | -213.8% | +8.5% |
| 1Y | +9.7% | +174.8% | -165.1% | -0.4% |
| 3Y | +46.0% | +104.5% | -58.5% | +31.0% |
| 5Y | +34.4% | -39.0% | +73.5% | +23.1% |
| All | +105.1% | -81.3% | +186.3% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling