+238.2%
ET vs KIM
+37.7%
+200.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +6.9% | -1.7% | +8.6% | +7.4% |
| 3M | +13.1% | -0.8% | +13.9% | +13.1% |
| 6M | +18.7% | +4.4% | +14.3% | +16.6% |
| YTD | +37.4% | +21.2% | +16.2% | +28.1% |
| 1Y | +34.8% | +10.5% | +24.3% | +29.5% |
| 3Y | +96.8% | +47.5% | +49.3% | +68.5% |
| 5Y | +238.2% | +37.1% | +201.1% | +189.1% |
| All | +238.2% | +37.7% | +200.5% | +189.1% |
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