+318.5%
ESI vs KIM
+63.6%
+254.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -7.8% | +14.1% | -21.9% | -13.2% |
| 3M | -15.0% | +6.0% | -21.0% | -17.5% |
| 6M | -24.9% | +13.2% | -38.1% | -29.5% |
| YTD | +33.2% | +30.4% | +2.8% | +17.4% |
| 1Y | +24.9% | +31.0% | -6.1% | +9.9% |
| 3Y | +77.8% | +67.6% | +10.1% | +40.0% |
| 5Y | +37.1% | +35.8% | +1.4% | +17.6% |
| All | +318.5% | +63.6% | +254.9% | +184.8% |
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