+153.2%
ECL vs KIM
+29.1%
+124.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.8% | -0.3% | -0.4% | -0.6% |
| 30D | -2.5% | -1.7% | -0.8% | -1.9% |
| 3M | +8.3% | -0.8% | +9.2% | +8.5% |
| 6M | -1.1% | +4.4% | -5.5% | -2.7% |
| YTD | +6.5% | +21.2% | -14.7% | -0.8% |
| 1Y | +2.1% | +10.5% | -8.5% | -1.8% |
| 3Y | +57.6% | +47.5% | +10.1% | +34.7% |
| 5Y | +28.1% | +37.1% | -9.0% | +11.7% |
| 10Y | +153.2% | +29.5% | +123.7% | +92.7% |
| All | +153.2% | +29.1% | +124.1% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling