+176.1%
ET vs KIM
+33.1%
+143.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +1.4% | -1.5% | +2.8% | +1.9% |
| 30D | +4.6% | -1.7% | +6.3% | +5.2% |
| 3M | +16.0% | -7.1% | +23.2% | +19.2% |
| 6M | +22.8% | +2.9% | +19.9% | +20.8% |
| YTD | +38.9% | +18.8% | +20.0% | +28.8% |
| 1Y | +34.1% | +9.4% | +24.7% | +28.2% |
| 3Y | +98.8% | +44.6% | +54.2% | +66.7% |
| 5Y | +246.8% | +37.9% | +208.9% | +189.8% |
| All | +176.1% | +33.1% | +143.0% | +111.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling