+1,732.8%
EL vs KIM
+1,310.2%
+422.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | +8.0% | +2.8% | +5.2% | +7.1% |
| 30D | +15.4% | +16.3% | -0.9% | +10.2% |
| 3M | +28.5% | +6.6% | +21.9% | +26.0% |
| 6M | +32.2% | +12.3% | +19.9% | +27.5% |
| YTD | +9.2% | +31.6% | -22.4% | +0.2% |
| 1Y | +30.8% | +31.5% | -0.7% | +19.9% |
| 3Y | +3.7% | +68.0% | -64.3% | -11.1% |
| 5Y | -64.8% | +38.7% | -103.5% | -68.1% |
| 10Y | +60.0% | +65.7% | -5.7% | +27.1% |
| All | +1,732.8% | +1,310.2% | +422.6% | +615.4% |
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