+8.6%
AEIS vs KIM
+33.1%
-24.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.6% | -14.7% | -9.1% |
| 7D | -12.7% | +10.6% | -23.3% | -7.9% |
| 30D | -28.8% | +17.5% | -46.3% | -23.1% |
| 3M | -38.0% | +4.7% | -42.7% | -35.0% |
| 6M | -45.3% | +13.1% | -58.4% | -43.0% |
| YTD | +1.1% | +32.1% | -30.9% | +12.1% |
| 1Y | +8.6% | +32.7% | -24.0% | +20.4% |
| All | +8.6% | +33.1% | -24.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling