-30.8%
EFX vs KIM
+9.4%
-40.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -11.1% | -1.5% | -9.7% | -10.4% |
| 30D | -7.4% | -1.7% | -5.7% | -6.5% |
| 3M | +1.5% | -7.1% | +8.6% | +5.8% |
| 6M | -13.7% | +2.9% | -16.6% | -14.8% |
| YTD | -21.9% | +18.8% | -40.7% | -28.4% |
| 1Y | -30.8% | +9.4% | -40.2% | -30.3% |
| All | -30.8% | +9.4% | -40.2% | -30.3% |
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