+41.8%
ES vs KIM
+57.8%
-16.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +1.9% | +4.1% | -2.2% | 0.0% |
| 30D | +7.1% | +16.8% | -9.7% | -0.4% |
| 3M | -1.9% | +5.7% | -7.6% | -4.5% |
| 6M | +4.4% | +9.7% | -5.3% | -0.2% |
| YTD | +7.3% | +30.2% | -22.9% | -5.2% |
| 1Y | +2.1% | +32.1% | -30.0% | -10.4% |
| 3Y | +41.8% | +58.6% | -16.7% | +9.5% |
| All | +41.8% | +57.8% | -16.0% | +9.5% |
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 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