+817.9%
AEE vs KIM
+747.2%
+70.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -2.3% | -4.0% | +1.7% | -1.4% |
| 3M | +0.2% | +0.5% | -0.3% | +0.1% |
| 6M | -4.7% | +3.6% | -8.4% | -5.5% |
| YTD | +8.1% | +20.4% | -12.3% | +3.7% |
| 1Y | +8.5% | +9.7% | -1.2% | +6.2% |
| 3Y | +48.9% | +46.0% | +2.9% | +35.8% |
| 5Y | +39.9% | +34.4% | +5.5% | +28.6% |
| 10Y | +186.5% | +29.3% | +157.2% | +148.0% |
| All | +817.9% | +747.2% | +70.7% | +431.8% |
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