+100.5%
ENB vs KIM
+29.7%
+70.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.3% | -1.0% | +0.6% | 0.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.7% |
| 3M | -8.5% | -5.3% | -3.1% | -6.9% |
| 6M | -4.5% | +3.9% | -8.5% | -5.9% |
| YTD | +9.1% | +20.3% | -11.2% | +2.5% |
| 1Y | +8.0% | +10.4% | -2.5% | +4.1% |
| 3Y | +77.8% | +46.3% | +31.5% | +54.0% |
| 5Y | +69.4% | +37.6% | +31.8% | +47.3% |
| 10Y | +100.5% | +34.5% | +66.0% | +62.4% |
| All | +100.5% | +29.7% | +70.8% | +62.4% |
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