+360.8%
AEIS vs KIM
+63.9%
+297.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +9.5% | -1.0% | +10.5% | +10.0% |
| 30D | -17.5% | +14.8% | -32.3% | -22.8% |
| 3M | -29.3% | +8.1% | -37.4% | -32.1% |
| 6M | -34.7% | +11.7% | -46.4% | -38.7% |
| YTD | +10.7% | +30.7% | -20.0% | -3.5% |
| 1Y | +7.4% | +29.7% | -22.3% | -6.2% |
| 3Y | +161.1% | +65.1% | +96.0% | +105.3% |
| 5Y | +150.7% | +34.7% | +116.1% | +114.3% |
| 10Y | +360.8% | +64.1% | +296.7% | +193.2% |
| All | +360.8% | +63.9% | +297.0% | +193.2% |
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