+195.6%
EQT vs KIM
+36.5%
+159.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -1.2% | -1.5% | +0.3% | -0.5% |
| 30D | +1.1% | -1.7% | +2.8% | +1.9% |
| 3M | +4.8% | -7.1% | +11.9% | +8.2% |
| 6M | -10.6% | +2.9% | -13.4% | -12.4% |
| YTD | +3.4% | +18.8% | -15.4% | -5.9% |
| 1Y | +8.7% | +9.4% | -0.8% | +2.9% |
| 3Y | +35.0% | +44.6% | -9.6% | +6.7% |
| All | +195.6% | +36.5% | +159.1% | +147.0% |
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 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