+554.7%
AEIS vs KIM
+29.7%
+525.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +6.5% | -1.0% | +7.4% | +6.9% |
| 30D | -9.2% | -1.1% | -8.1% | -8.8% |
| 3M | -8.3% | -5.3% | -3.0% | -6.8% |
| 6M | -6.3% | +3.9% | -10.3% | -8.6% |
| YTD | +36.5% | +20.3% | +16.2% | +24.2% |
| 1Y | +84.8% | +10.4% | +74.3% | +74.5% |
| 3Y | +176.6% | +46.3% | +130.3% | +130.7% |
| 5Y | +237.1% | +37.6% | +199.5% | +189.0% |
| 10Y | +554.7% | +34.5% | +520.2% | +339.9% |
| All | +554.7% | +29.7% | +525.0% | +339.9% |
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