+2,214.6%
ED vs KIM
+3,058.9%
-844.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -0.1% | -4.0% | +3.8% | +0.5% |
| 3M | +3.9% | +0.5% | +3.4% | +3.8% |
| 6M | -3.0% | +3.6% | -6.6% | -3.7% |
| YTD | +10.7% | +20.4% | -9.7% | +7.2% |
| 1Y | +13.3% | +9.7% | +3.6% | +11.5% |
| 3Y | +34.5% | +46.0% | -11.5% | +25.3% |
| 5Y | +67.1% | +34.4% | +32.7% | +56.5% |
| 10Y | +103.0% | +29.3% | +73.7% | +81.1% |
| All | +2,214.6% | +3,058.9% | -844.3% | +1,183.2% |
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