+79.7%
EFX vs KIM
+63.6%
+16.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +25.1% | +14.1% | +11.0% | +19.9% |
| 3M | +1.7% | +6.0% | -4.3% | -0.2% |
| 6M | +18.4% | +13.2% | +5.1% | +13.7% |
| YTD | -12.5% | +30.4% | -42.9% | -19.8% |
| 1Y | -8.1% | +31.0% | -39.1% | -15.9% |
| 3Y | +4.8% | +67.6% | -62.8% | -10.7% |
| 5Y | -30.1% | +35.8% | -65.9% | -37.0% |
| All | +79.7% | +63.6% | +16.1% | +42.5% |
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