+112.2%
ED vs KIM
+30.7%
+81.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +1.1% | -1.7% | +2.8% | +1.5% |
| 3M | +4.6% | -0.8% | +5.5% | +4.8% |
| 6M | -2.0% | +4.4% | -6.4% | -2.9% |
| YTD | +11.7% | +21.2% | -9.5% | +7.2% |
| 1Y | +15.7% | +10.5% | +5.2% | +13.2% |
| 3Y | +34.4% | +47.5% | -13.1% | +22.8% |
| 5Y | +67.3% | +37.1% | +30.2% | +53.6% |
| All | +112.2% | +30.7% | +81.5% | +101.7% |
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