+25.8%
ESI vs KIM
+30.1%
-4.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.2% |
| 7D | +8.3% | -0.7% | +9.0% | +8.3% |
| 30D | -10.4% | +13.4% | -23.8% | -10.6% |
| 3M | -13.2% | +6.5% | -19.7% | -12.3% |
| 6M | -23.9% | +10.6% | -34.5% | -25.1% |
| YTD | +34.2% | +29.9% | +4.3% | +20.1% |
| All | +25.8% | +30.1% | -4.3% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling