+332.8%
ESI vs KIM
+63.9%
+269.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +1.8% | -1.0% | +2.8% | +2.3% |
| 30D | -6.6% | +14.8% | -21.4% | -12.3% |
| 3M | -9.4% | +8.1% | -17.5% | -12.7% |
| 6M | -24.1% | +11.7% | -35.8% | -28.3% |
| YTD | +37.1% | +30.7% | +6.4% | +20.7% |
| 1Y | +24.5% | +29.7% | -5.2% | +10.0% |
| 3Y | +83.2% | +65.1% | +18.1% | +45.2% |
| 5Y | +44.0% | +34.7% | +9.3% | +23.8% |
| 10Y | +332.8% | +64.1% | +268.7% | +194.1% |
| All | +332.8% | +63.9% | +269.0% | +194.1% |
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