+3,324.5%
ETR vs KIM
+3,058.9%
+265.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +1.0% | -4.0% | +5.0% | +1.9% |
| 3M | -1.3% | +0.5% | -1.8% | -1.4% |
| 6M | +1.9% | +3.6% | -1.7% | +1.1% |
| YTD | +18.2% | +20.4% | -2.3% | +13.5% |
| 1Y | +24.7% | +9.7% | +15.0% | +22.1% |
| 3Y | +150.7% | +46.0% | +104.7% | +129.4% |
| 5Y | +127.0% | +34.4% | +92.6% | +109.6% |
| 10Y | +295.5% | +29.3% | +266.2% | +244.8% |
| All | +3,324.5% | +3,058.9% | +265.5% | +1,711.9% |
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