+1,582.2%
EL vs KIM
+1,191.0%
+391.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +19.8% | -4.0% | +23.8% | +21.3% |
| 3M | +25.7% | +0.5% | +25.2% | +25.4% |
| 6M | +5.4% | +3.6% | +1.8% | +4.2% |
| YTD | +0.2% | +20.4% | -20.2% | -5.5% |
| 1Y | +20.4% | +9.7% | +10.7% | +16.8% |
| 3Y | -32.1% | +46.0% | -78.1% | -39.4% |
| 5Y | -67.2% | +34.4% | -101.6% | -70.0% |
| 10Y | +31.7% | +29.3% | +2.4% | +12.3% |
| All | +1,582.2% | +1,191.0% | +391.2% | +574.8% |
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