+78.4%
EFX vs KIM
+63.0%
+15.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -3.6% | -0.7% | -3.0% | -3.4% |
| 30D | +25.3% | +13.4% | +11.9% | +20.3% |
| 3M | +3.8% | +6.5% | -2.7% | +1.7% |
| 6M | +12.7% | +10.6% | +2.1% | +9.1% |
| YTD | -13.1% | +29.9% | -43.1% | -20.2% |
| 1Y | -9.3% | +29.6% | -38.9% | -16.7% |
| 3Y | +3.5% | +64.1% | -60.5% | -11.2% |
| 5Y | -30.6% | +35.3% | -65.9% | -37.4% |
| All | +78.4% | +63.0% | +15.4% | +41.6% |
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