+2,162.5%
AEIS vs KIM
+1,304.7%
+857.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -6.9% | +2.8% | -9.7% | -8.2% |
| 30D | -23.2% | +15.9% | -39.1% | -28.7% |
| 3M | -29.5% | +7.8% | -37.3% | -32.4% |
| 6M | -37.9% | +11.9% | -49.8% | -41.9% |
| YTD | +6.0% | +31.0% | -25.1% | -8.1% |
| 1Y | +1.2% | +32.3% | -31.1% | -12.7% |
| 3Y | +150.0% | +65.5% | +84.5% | +94.7% |
| 5Y | +141.9% | +37.2% | +104.6% | +104.6% |
| 10Y | +356.2% | +63.9% | +292.2% | +215.6% |
| All | +2,162.5% | +1,304.7% | +857.8% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling