+100.2%
ENB vs KIM
+64.9%
+35.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -3.3% |
| 30D | +2.5% | +15.9% | -13.4% | -2.3% |
| 3M | -5.8% | +7.8% | -13.6% | -8.1% |
| 6M | -8.5% | +11.9% | -20.4% | -12.0% |
| YTD | +3.9% | +31.0% | -27.2% | -5.1% |
| 1Y | +3.7% | +32.3% | -28.7% | -5.7% |
| 3Y | +70.1% | +65.5% | +4.6% | +41.6% |
| 5Y | +53.2% | +37.2% | +16.0% | +33.5% |
| 10Y | +100.2% | +63.9% | +36.3% | +50.0% |
| All | +100.2% | +64.9% | +35.3% | +50.0% |
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