+85.6%
ES vs KIM
+65.6%
+20.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.1% | +2.8% | -2.9% | -0.8% |
| 30D | +5.7% | +16.3% | -10.6% | +1.6% |
| 3M | -2.8% | +6.6% | -9.4% | -4.4% |
| 6M | +7.0% | +12.3% | -5.3% | +3.7% |
| YTD | +6.8% | +31.6% | -24.8% | -0.6% |
| 1Y | -0.5% | +31.5% | -32.0% | -7.3% |
| 3Y | +47.2% | +68.0% | -20.8% | +28.6% |
| 5Y | +2.3% | +38.7% | -36.4% | -7.7% |
| 10Y | +85.6% | +65.7% | +19.9% | +54.0% |
| All | +85.6% | +65.6% | +20.1% | +54.0% |
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 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