-30.2%
EL vs KIM
+47.7%
-78.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.5% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +15.5% | -1.7% | +17.2% | +16.8% |
| 3M | +20.6% | -0.8% | +21.4% | +20.7% |
| 6M | +10.5% | +4.4% | +6.1% | +6.7% |
| YTD | -1.9% | +21.2% | -23.1% | -14.8% |
| 1Y | +16.1% | +10.5% | +5.5% | +7.5% |
| 3Y | -30.2% | +47.5% | -77.7% | -46.8% |
| All | -30.2% | +47.7% | -78.0% | -46.8% |
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 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