+7,048.8%
EFX vs KIM
+3,307.9%
+3,740.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -3.6% | -0.7% | -3.0% | -3.4% |
| 30D | +25.3% | +13.4% | +11.9% | +20.6% |
| 3M | +3.8% | +6.5% | -2.7% | +1.9% |
| 6M | +12.7% | +10.6% | +2.1% | +9.3% |
| YTD | -13.1% | +29.9% | -43.1% | -19.9% |
| 1Y | -9.3% | +29.6% | -38.9% | -16.4% |
| 3Y | +3.5% | +64.1% | -60.5% | -11.0% |
| 5Y | -30.6% | +35.3% | -65.9% | -37.0% |
| 10Y | +80.2% | +63.1% | +17.1% | +40.8% |
| All | +7,048.8% | +3,307.9% | +3,740.9% | +1,675.8% |
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 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