-36.6%
EFX vs KIM
+37.3%
-73.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | -9.4% | -1.0% | -8.4% | -8.9% |
| 30D | -6.9% | -1.1% | -5.8% | -6.3% |
| 3M | +0.1% | -5.3% | +5.4% | +3.5% |
| 6M | -17.3% | +3.9% | -21.3% | -19.3% |
| YTD | -21.8% | +20.3% | -42.1% | -30.4% |
| 1Y | -32.5% | +10.4% | -43.0% | -36.7% |
| 3Y | -12.3% | +46.3% | -58.7% | -31.2% |
| 5Y | -36.6% | +37.6% | -74.2% | -48.0% |
| All | -36.6% | +37.3% | -73.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling