+23.1%
ECL vs KIM
+33.1%
-10.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +1.8% |
| 7D | +7.7% | +10.6% | -2.9% | +3.1% |
| 30D | +13.7% | +17.5% | -3.8% | +6.1% |
| 3M | +11.6% | +4.7% | +6.8% | +9.2% |
| 6M | +23.9% | +13.1% | +10.8% | +16.9% |
| YTD | +21.0% | +32.1% | -11.1% | +7.8% |
| 1Y | +23.1% | +32.7% | -9.5% | +9.4% |
| All | +23.1% | +33.1% | -10.0% | +9.4% |
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