+7,111.2%
EFX vs KIM
+3,329.3%
+3,781.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | +27.9% | +14.8% | +13.1% | +22.6% |
| 3M | +3.8% | +8.1% | -4.3% | +1.4% |
| 6M | +13.0% | +11.7% | +1.3% | +9.3% |
| YTD | -12.4% | +30.7% | -43.1% | -19.4% |
| 1Y | -10.4% | +29.7% | -40.1% | -17.4% |
| 3Y | +4.4% | +65.1% | -60.6% | -10.4% |
| 5Y | -28.9% | +34.7% | -63.5% | -35.3% |
| 10Y | +81.7% | +64.1% | +17.6% | +41.8% |
| All | +7,111.2% | +3,329.3% | +3,781.9% | +1,687.7% |
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