+883.5%
AEE vs KIM
+819.7%
+63.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | -1.0% | +1.2% | +0.4% |
| 30D | +9.7% | +14.8% | -5.1% | +6.4% |
| 3M | +5.8% | +8.1% | -2.3% | +4.0% |
| 6M | +4.5% | +11.7% | -7.2% | +1.9% |
| YTD | +15.8% | +30.7% | -14.9% | +9.0% |
| 1Y | +10.8% | +29.7% | -19.0% | +4.4% |
| 3Y | +62.8% | +65.1% | -2.3% | +44.6% |
| 5Y | +56.1% | +34.7% | +21.4% | +43.4% |
| 10Y | +216.4% | +64.1% | +152.3% | +160.1% |
| All | +883.5% | +819.7% | +63.8% | +459.4% |
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 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