+79.0%
ENB vs KIM
+47.7%
+31.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | -0.2% | -1.7% | +1.5% | +0.2% |
| 3M | -7.5% | -0.8% | -6.7% | -7.3% |
| 6M | -4.1% | +4.4% | -8.5% | -5.3% |
| YTD | +9.8% | +21.2% | -11.4% | +4.2% |
| 1Y | +8.7% | +10.5% | -1.9% | +5.7% |
| 3Y | +79.0% | +47.5% | +31.5% | +65.3% |
| All | +79.0% | +47.7% | +31.3% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling