+197.1%
ESI vs KIM
+127.9%
+69.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | -3.5% | +2.8% | -6.3% | -4.7% |
| 30D | -9.3% | +16.3% | -25.6% | -15.3% |
| 3M | -12.8% | +6.6% | -19.4% | -15.6% |
| 6M | -24.6% | +12.3% | -36.9% | -29.0% |
| YTD | +32.7% | +31.6% | +1.2% | +16.4% |
| 1Y | +20.3% | +31.5% | -11.2% | +5.5% |
| 3Y | +80.2% | +68.0% | +12.2% | +41.5% |
| 5Y | +40.0% | +38.7% | +1.3% | +18.9% |
| 10Y | +310.8% | +65.7% | +245.1% | +197.9% |
| All | +197.1% | +127.9% | +69.3% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling