+12,872.4%
ECL vs KIM
+3,315.9%
+9,556.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.8% | +4.1% | -4.8% | -1.9% |
| 30D | +8.1% | +16.8% | -8.7% | +3.4% |
| 3M | +6.4% | +5.7% | +0.7% | +4.7% |
| 6M | +14.8% | +9.7% | +5.1% | +11.7% |
| YTD | +15.5% | +30.2% | -14.8% | +7.0% |
| 1Y | +20.1% | +32.1% | -12.0% | +10.8% |
| 3Y | +77.8% | +58.6% | +19.2% | +54.2% |
| 5Y | +37.9% | +31.2% | +6.7% | +25.5% |
| 10Y | +202.7% | +66.7% | +136.0% | +138.9% |
| All | +12,872.4% | +3,315.9% | +9,556.5% | +2,760.5% |
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