+76.2%
ESI vs KIM
+37.7%
+38.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | -4.2% | -1.7% | -2.5% | -3.2% |
| 3M | -9.6% | -0.8% | -8.8% | -9.8% |
| 6M | +18.3% | +4.4% | +13.9% | +14.1% |
| YTD | +45.8% | +21.2% | +24.6% | +27.4% |
| 1Y | +39.2% | +10.5% | +28.6% | +29.0% |
| 3Y | +86.3% | +47.5% | +38.8% | +40.2% |
| 5Y | +76.2% | +37.1% | +39.1% | +41.9% |
| All | +76.2% | +37.7% | +38.5% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling