-8.1%
EFX vs KIM
+30.6%
-38.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +25.1% | +14.1% | +11.0% | +15.0% |
| 3M | +1.7% | +6.0% | -4.3% | -3.0% |
| 6M | +18.4% | +13.2% | +5.1% | +9.9% |
| YTD | -12.5% | +30.4% | -42.9% | -21.4% |
| 1Y | -8.1% | +31.0% | -39.1% | -17.8% |
| All | -8.1% | +30.6% | -38.7% | -17.8% |
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