+11,917.2%
ECL vs KIM
+3,058.9%
+8,858.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -2.2% | -4.0% | +1.8% | -1.1% |
| 3M | +10.1% | +0.5% | +9.6% | +9.9% |
| 6M | -5.7% | +3.6% | -9.3% | -6.8% |
| YTD | +7.0% | +20.4% | -13.5% | +1.3% |
| 1Y | +2.7% | +9.7% | -7.0% | -0.2% |
| 3Y | +57.7% | +46.0% | +11.7% | +39.9% |
| 5Y | +31.1% | +34.4% | -3.3% | +18.6% |
| 10Y | +150.9% | +29.3% | +121.6% | +111.5% |
| All | +11,917.2% | +3,058.9% | +8,858.3% | +2,609.7% |
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 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