+896.5%
AEE vs KIM
+817.2%
+79.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +9.7% | +14.1% | -4.4% | +6.5% |
| 3M | +5.9% | +6.0% | -0.1% | +4.5% |
| 6M | +6.7% | +13.2% | -6.5% | +3.8% |
| YTD | +17.4% | +30.4% | -13.0% | +10.5% |
| 1Y | +12.7% | +31.0% | -18.4% | +6.0% |
| 3Y | +68.2% | +67.6% | +0.6% | +48.9% |
| 5Y | +57.3% | +35.8% | +21.5% | +44.3% |
| 10Y | +220.6% | +63.7% | +156.9% | +163.7% |
| All | +896.5% | +817.2% | +79.3% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling