+1,458.7%
ET vs KIM
+81.0%
+1,377.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +7.5% | -4.0% | +11.5% | +8.6% |
| 3M | +11.4% | +0.5% | +10.9% | +11.1% |
| 6M | +18.5% | +3.6% | +14.9% | +17.0% |
| YTD | +37.4% | +20.4% | +17.0% | +30.0% |
| 1Y | +30.9% | +9.7% | +21.2% | +26.9% |
| 3Y | +98.7% | +46.0% | +52.7% | +76.2% |
| 5Y | +230.7% | +34.4% | +196.3% | +196.6% |
| 10Y | +175.6% | +29.3% | +146.3% | +134.0% |
| All | +1,458.7% | +81.0% | +1,377.7% | +973.0% |
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 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