+162.1%
EQX vs KIM
+42.8%
+119.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -3.2% | -1.7% | -1.5% | -3.0% |
| 30D | +7.8% | -3.0% | +10.7% | +8.2% |
| 3M | +21.3% | -8.9% | +30.2% | +22.8% |
| 6M | -22.4% | +2.4% | -24.8% | -23.1% |
| YTD | -11.3% | +18.3% | -29.6% | -14.3% |
| 1Y | +13.5% | +8.2% | +5.3% | +11.6% |
| 3Y | +162.1% | +44.0% | +118.1% | +132.2% |
| All | +162.1% | +42.8% | +119.3% | +132.2% |
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