+150.0%
AEIS vs KIM
+65.6%
+84.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -6.9% | +2.8% | -9.7% | -8.1% |
| 30D | -23.2% | +15.9% | -39.1% | -29.1% |
| 3M | -29.5% | +7.8% | -37.3% | -32.3% |
| 6M | -37.9% | +11.9% | -49.8% | -42.7% |
| YTD | +6.0% | +31.0% | -25.1% | -12.6% |
| 1Y | +1.2% | +32.3% | -31.1% | -17.3% |
| 3Y | +150.0% | +65.5% | +84.5% | +69.9% |
| All | +150.0% | +65.6% | +84.4% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling