+34.8%
EQIX vs KIM
+37.3%
-2.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +2.3% | -1.0% | +3.3% | +2.8% |
| 30D | +0.4% | -1.1% | +1.5% | +1.0% |
| 3M | -1.1% | -5.3% | +4.2% | +1.4% |
| 6M | +11.5% | +3.9% | +7.5% | +8.6% |
| YTD | +38.2% | +20.3% | +17.9% | +24.5% |
| 1Y | +36.7% | +10.4% | +26.2% | +28.7% |
| 3Y | +44.1% | +46.3% | -2.2% | +13.8% |
| 5Y | +34.8% | +37.6% | -2.7% | +12.8% |
| All | +34.8% | +37.3% | -2.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling