+1,335.7%
ET vs KIM
+96.4%
+1,239.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | -3.0% | +14.8% | -17.8% | -6.7% |
| 3M | -4.7% | +8.1% | -12.8% | -6.9% |
| 6M | +2.7% | +11.7% | -9.0% | -0.8% |
| YTD | +26.5% | +30.7% | -4.2% | +16.8% |
| 1Y | +25.0% | +29.7% | -4.8% | +15.6% |
| 3Y | +85.4% | +65.1% | +20.3% | +59.0% |
| 5Y | +215.5% | +34.7% | +180.9% | +182.5% |
| 10Y | +161.3% | +64.1% | +97.2% | +109.5% |
| All | +1,335.7% | +96.4% | +1,239.3% | +864.6% |
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