+134.3%
ED vs KIM
+65.6%
+68.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.4% |
| 7D | -0.1% | +2.8% | -2.9% | -0.7% |
| 30D | +11.6% | +16.3% | -4.8% | +8.1% |
| 3M | +10.5% | +6.6% | +3.9% | +9.1% |
| 6M | +13.2% | +12.3% | +0.9% | +10.5% |
| YTD | +22.1% | +31.6% | -9.4% | +15.3% |
| 1Y | +24.2% | +31.5% | -7.3% | +17.2% |
| 3Y | +46.9% | +68.0% | -21.1% | +31.0% |
| 5Y | +80.8% | +38.7% | +42.1% | +65.6% |
| 10Y | +134.3% | +65.7% | +68.5% | +102.4% |
| All | +134.3% | +65.6% | +68.7% | +102.4% |
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 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