+1,052.6%
ES vs KIM
+3,315.9%
-2,263.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +1.9% | +4.1% | -2.2% | +1.0% |
| 30D | +7.1% | +16.8% | -9.7% | +3.7% |
| 3M | -1.9% | +5.7% | -7.6% | -3.1% |
| 6M | +4.4% | +9.7% | -5.3% | +2.4% |
| YTD | +7.3% | +30.2% | -22.9% | +1.6% |
| 1Y | +2.1% | +32.1% | -30.0% | -3.6% |
| 3Y | +41.8% | +58.6% | -16.7% | +28.7% |
| 5Y | +1.4% | +31.2% | -29.7% | -5.3% |
| 10Y | +86.8% | +66.7% | +20.1% | +56.2% |
| All | +1,052.6% | +3,315.9% | -2,263.3% | +491.3% |
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 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