+6,676.4%
EFX vs KIM
+3,058.9%
+3,617.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -8.6% | +0.4% | -9.1% | -8.8% |
| 30D | +0.1% | -4.0% | +4.1% | +1.4% |
| 3M | +3.8% | +0.5% | +3.3% | +3.7% |
| 6M | -13.5% | +3.6% | -17.1% | -14.5% |
| YTD | -17.7% | +20.4% | -38.1% | -22.4% |
| 1Y | -25.6% | +9.7% | -35.3% | -27.8% |
| 3Y | -12.1% | +46.0% | -58.1% | -21.8% |
| 5Y | -33.8% | +34.4% | -68.3% | -39.8% |
| 10Y | +45.1% | +29.3% | +15.8% | +21.7% |
| All | +6,676.4% | +3,058.9% | +3,617.5% | +1,621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling