+78.4%
ETN vs KIM
+43.4%
+35.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +3.0% | -1.5% | +4.5% | +3.4% |
| 30D | -10.9% | -1.7% | -9.2% | -10.6% |
| 3M | +9.2% | -7.1% | +16.4% | +10.9% |
| 6M | +13.9% | +2.9% | +11.0% | +11.8% |
| YTD | +29.5% | +18.8% | +10.7% | +21.1% |
| 1Y | +14.2% | +9.4% | +4.8% | +9.7% |
| All | +78.4% | +43.4% | +35.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling