+211.6%
AEE vs KIM
+63.0%
+148.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +8.8% | +13.4% | -4.6% | +5.5% |
| 3M | +5.1% | +6.5% | -1.5% | +3.4% |
| 6M | +5.2% | +10.6% | -5.4% | +2.5% |
| YTD | +16.1% | +29.9% | -13.8% | +8.8% |
| 1Y | +10.4% | +29.6% | -19.1% | +3.6% |
| 3Y | +63.1% | +64.1% | -0.9% | +43.6% |
| 5Y | +55.6% | +35.3% | +20.3% | +41.5% |
| All | +211.6% | +63.0% | +148.6% | +168.4% |
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