-25.6%
EFX vs KIM
+9.1%
-34.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -5.6% |
| 7D | -8.6% | -0.8% | -7.9% | -8.2% |
| 30D | +0.1% | -5.1% | +5.2% | +3.2% |
| 3M | +3.8% | -0.6% | +4.5% | +4.7% |
| 6M | -13.5% | +2.4% | -15.9% | -14.4% |
| YTD | -17.7% | +19.0% | -36.7% | -24.7% |
| 1Y | -25.6% | +8.4% | -34.0% | -24.0% |
| All | -25.6% | +9.1% | -34.7% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling