+320.7%
ESI vs KIM
+29.7%
+291.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +3.9% | -1.0% | +4.9% | +4.3% |
| 30D | -3.8% | -1.1% | -2.7% | -3.4% |
| 3M | -13.1% | -5.3% | -7.8% | -11.4% |
| 6M | +11.3% | +3.9% | +7.4% | +8.9% |
| YTD | +44.1% | +20.3% | +23.8% | +31.9% |
| 1Y | +40.3% | +10.4% | +29.9% | +33.4% |
| 3Y | +84.1% | +46.3% | +37.7% | +54.1% |
| 5Y | +75.8% | +37.6% | +38.2% | +51.2% |
| 10Y | +320.7% | +34.5% | +286.2% | +217.1% |
| All | +320.7% | +29.7% | +291.0% | +217.1% |
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