-67.4%
EL vs KIM
+37.7%
-105.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.7% |
| 3M | +20.6% | -0.8% | +21.4% | +20.8% |
| 6M | +10.5% | +4.4% | +6.1% | +7.0% |
| YTD | -1.9% | +21.2% | -23.1% | -14.1% |
| 1Y | +16.1% | +10.5% | +5.5% | +7.9% |
| 3Y | -30.2% | +47.5% | -77.7% | -46.3% |
| 5Y | -67.4% | +37.1% | -104.5% | -73.3% |
| All | -67.4% | +37.7% | -105.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling