+172.1%
AEIS vs KIM
+46.7%
+125.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.0% | +0.4% | +2.5% | +2.7% |
| 30D | -14.6% | -4.0% | -10.7% | -12.7% |
| 3M | -12.4% | +0.5% | -13.0% | -14.2% |
| 6M | -15.0% | +3.6% | -18.6% | -18.2% |
| YTD | +34.3% | +20.4% | +13.9% | +16.0% |
| 1Y | +87.4% | +9.7% | +77.7% | +72.7% |
| All | +172.1% | +46.7% | +125.4% | +100.0% |
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