+19,040.1%
ETN vs KIM
+3,080.3%
+15,959.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.5% |
| 7D | +8.0% | -0.3% | +8.4% | +8.2% |
| 30D | -5.9% | -1.7% | -4.2% | -5.4% |
| 3M | +5.0% | -0.8% | +5.8% | +4.7% |
| 6M | +22.4% | +4.4% | +18.0% | +19.9% |
| YTD | +33.6% | +21.2% | +12.4% | +24.2% |
| 1Y | +22.1% | +10.5% | +11.6% | +16.9% |
| 3Y | +85.6% | +47.5% | +38.1% | +58.8% |
| 5Y | +179.2% | +37.1% | +142.2% | +142.8% |
| 10Y | +687.3% | +29.5% | +657.8% | +535.0% |
| All | +19,040.1% | +3,080.3% | +15,959.7% | +9,231.9% |
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