+43.2%
EQIX vs KIM
+46.3%
-3.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +1.3% | -0.3% | +1.7% | +1.5% |
| 30D | +0.3% | -1.7% | +2.1% | +1.1% |
| 3M | -1.6% | -0.8% | -0.7% | -1.6% |
| 6M | +12.2% | +4.4% | +7.8% | +9.3% |
| YTD | +38.0% | +21.2% | +16.7% | +24.8% |
| 1Y | +38.9% | +10.5% | +28.4% | +31.4% |
| All | +43.2% | +46.3% | -3.1% | +13.0% |
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 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