+4.9%
EFX vs KIM
+66.0%
-61.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.3% |
| 30D | +27.9% | +14.8% | +13.1% | +16.8% |
| 3M | +3.8% | +8.1% | -4.3% | -1.5% |
| 6M | +13.0% | +11.7% | +1.3% | +4.9% |
| YTD | -12.4% | +30.7% | -43.1% | -26.7% |
| 1Y | -10.4% | +29.7% | -40.1% | -24.8% |
| All | +4.9% | +66.0% | -61.1% | -25.1% |
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