+251.1%
EQX vs KIM
+131.6%
+119.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | +11.1% | -1.1% | +12.2% | +11.2% |
| 3M | +23.1% | -5.3% | +28.4% | +23.9% |
| 6M | -21.8% | +3.9% | -25.8% | -22.5% |
| YTD | -8.1% | +20.3% | -28.4% | -11.0% |
| 1Y | +29.7% | +10.4% | +19.2% | +27.2% |
| 3Y | +179.9% | +46.3% | +133.6% | +160.1% |
| 5Y | +82.5% | +37.6% | +44.9% | +71.7% |
| All | +251.1% | +131.6% | +119.5% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling