-10.5%
EFX vs KIM
+47.7%
-58.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.5% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | -5.7% | -1.7% | -4.0% | -4.7% |
| 3M | +2.5% | -0.8% | +3.3% | +3.0% |
| 6M | -16.7% | +4.4% | -21.1% | -19.0% |
| YTD | -20.2% | +21.2% | -41.4% | -29.5% |
| 1Y | -31.4% | +10.5% | -41.9% | -35.8% |
| 3Y | -10.5% | +47.5% | -58.0% | -28.9% |
| All | -10.5% | +47.7% | -58.2% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling