+89.2%
ES vs KIM
+64.9%
+24.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.9% | +2.8% | -1.9% | +0.1% |
| 30D | +5.9% | +15.9% | -10.0% | +1.9% |
| 3M | -1.0% | +7.8% | -8.8% | -3.0% |
| 6M | +7.2% | +11.9% | -4.7% | +4.0% |
| YTD | +7.0% | +31.0% | -24.1% | -0.3% |
| 1Y | +0.5% | +32.3% | -31.9% | -6.6% |
| 3Y | +48.7% | +65.5% | -16.8% | +30.4% |
| 5Y | +1.9% | +37.2% | -35.3% | -7.7% |
| 10Y | +89.2% | +63.9% | +25.2% | +58.5% |
| All | +89.2% | +64.9% | +24.2% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling