+151.1%
ETR vs KIM
+47.7%
+103.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +1.9% | -1.7% | +3.6% | +2.5% |
| 3M | +1.0% | -0.8% | +1.8% | +1.2% |
| 6M | +4.8% | +4.4% | +0.4% | +3.2% |
| YTD | +19.5% | +21.2% | -1.7% | +11.9% |
| 1Y | +28.1% | +10.5% | +17.6% | +23.6% |
| 3Y | +151.1% | +47.5% | +103.7% | +113.8% |
| All | +151.1% | +47.7% | +103.4% | +113.8% |
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