+95.7%
ES vs KIM
+63.0%
+32.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +8.2% | +13.4% | -5.2% | +4.7% |
| 3M | +0.6% | +6.5% | -5.9% | -1.1% |
| 6M | +6.0% | +10.6% | -4.6% | +3.2% |
| YTD | +9.3% | +29.9% | -20.6% | +2.1% |
| 1Y | +1.1% | +29.6% | -28.4% | -5.5% |
| 3Y | +51.9% | +64.1% | -12.1% | +33.6% |
| 5Y | +6.5% | +35.3% | -28.8% | -3.3% |
| All | +95.7% | +63.0% | +32.7% | +67.3% |
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