+237.1%
AEIS vs KIM
+37.3%
+199.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +6.5% | -1.0% | +7.4% | +7.1% |
| 30D | -9.2% | -1.1% | -8.1% | -8.7% |
| 3M | -8.3% | -5.3% | -3.0% | -6.2% |
| 6M | -6.3% | +3.9% | -10.3% | -9.9% |
| YTD | +36.5% | +20.3% | +16.2% | +18.2% |
| 1Y | +84.8% | +10.4% | +74.3% | +69.3% |
| 3Y | +176.6% | +46.3% | +130.3% | +106.1% |
| 5Y | +237.1% | +37.6% | +199.5% | +169.2% |
| All | +237.1% | +37.3% | +199.8% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling