+3.2%
EL vs KIM
+57.8%
-54.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.5% |
| 7D | +0.8% | +4.1% | -3.3% | -1.9% |
| 30D | +16.5% | +16.8% | -0.3% | +4.7% |
| 3M | +29.2% | +5.7% | +23.5% | +24.2% |
| 6M | +27.9% | +9.7% | +18.2% | +19.4% |
| YTD | +6.2% | +30.2% | -24.0% | -12.9% |
| 1Y | +27.2% | +32.1% | -4.9% | +2.9% |
| 3Y | +3.2% | +58.6% | -55.4% | -28.1% |
| All | +3.2% | +57.8% | -54.6% | -28.1% |
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