+151.5%
EXC vs KIM
+29.1%
+122.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | -2.7% | -1.7% | -1.0% | -2.2% |
| 3M | -1.0% | -0.8% | -0.1% | -0.7% |
| 6M | -9.3% | +4.4% | -13.7% | -10.6% |
| YTD | +3.6% | +21.2% | -17.6% | -2.6% |
| 1Y | +5.9% | +10.5% | -4.6% | +2.4% |
| 3Y | +21.3% | +47.5% | -26.2% | +5.4% |
| 5Y | +46.2% | +37.1% | +9.1% | +27.8% |
| 10Y | +151.5% | +29.5% | +122.0% | +114.4% |
| All | +151.5% | +29.1% | +122.4% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling