+3,473.9%
ETR vs KIM
+3,307.9%
+166.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +6.6% | +13.4% | -6.8% | +3.8% |
| 3M | +4.4% | +6.5% | -2.1% | +3.0% |
| 6M | -0.3% | +10.6% | -10.9% | -2.5% |
| YTD | +23.3% | +29.9% | -6.6% | +16.5% |
| 1Y | +18.9% | +29.6% | -10.7% | +12.3% |
| 3Y | +155.5% | +64.1% | +91.4% | +128.2% |
| 5Y | +159.9% | +35.3% | +124.6% | +139.7% |
| 10Y | +377.6% | +63.1% | +314.5% | +298.7% |
| All | +3,473.9% | +3,307.9% | +166.0% | +1,760.0% |
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