+110.5%
ENB vs KIM
+63.6%
+46.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +0.7% | +14.1% | -13.4% | -3.6% |
| 3M | -5.8% | +6.0% | -11.8% | -7.6% |
| 6M | -11.3% | +13.2% | -24.6% | -15.0% |
| YTD | +3.7% | +30.4% | -26.7% | -5.2% |
| 1Y | +2.8% | +31.0% | -28.3% | -6.2% |
| 3Y | +67.7% | +67.6% | +0.1% | +39.0% |
| 5Y | +57.1% | +35.8% | +21.4% | +37.4% |
| All | +110.5% | +63.6% | +46.9% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling