+335.2%
AEIS vs KIM
+63.6%
+271.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.1% |
| 7D | +11.5% | +0.1% | +11.4% | +11.5% |
| 30D | -15.8% | +14.1% | -29.9% | -21.0% |
| 3M | -33.3% | +6.0% | -39.3% | -35.4% |
| 6M | -35.2% | +13.2% | -48.4% | -39.5% |
| YTD | +5.0% | +30.4% | -25.4% | -8.4% |
| 1Y | +8.5% | +31.0% | -22.6% | -5.7% |
| 3Y | +152.9% | +67.6% | +85.3% | +97.5% |
| 5Y | +144.6% | +35.8% | +108.9% | +108.5% |
| All | +335.2% | +63.6% | +271.6% | +181.4% |
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 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