+175.4%
ET vs KIM
+34.7%
+140.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | +5.3% | -1.1% | +6.4% | +5.7% |
| 3M | +15.6% | -5.3% | +21.0% | +17.9% |
| 6M | +20.6% | +3.9% | +16.7% | +18.2% |
| YTD | +38.5% | +20.3% | +18.3% | +27.9% |
| 1Y | +35.7% | +10.4% | +25.3% | +29.4% |
| 3Y | +98.4% | +46.3% | +52.0% | +65.6% |
| 5Y | +245.3% | +37.6% | +207.7% | +188.9% |
| All | +175.4% | +34.7% | +140.7% | +110.0% |
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