+7.4%
AEIS vs KIM
+31.2%
-23.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.4% |
| 7D | +9.5% | -1.0% | +10.5% | +8.8% |
| 30D | -17.5% | +14.8% | -32.3% | -11.8% |
| 3M | -29.3% | +8.1% | -37.4% | -25.5% |
| 6M | -34.7% | +11.7% | -46.4% | -32.6% |
| YTD | +10.7% | +30.7% | -20.0% | +20.7% |
| 1Y | +7.4% | +29.7% | -22.3% | +18.3% |
| All | +7.4% | +31.2% | -23.8% | +18.3% |
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