+43.8%
EXC vs KIM
+31.1%
+12.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -1.2% | +4.1% | -5.2% | -2.5% |
| 30D | +10.0% | +16.8% | -6.8% | +4.3% |
| 3M | +1.6% | +5.7% | -4.1% | -0.3% |
| 6M | +3.3% | +9.7% | -6.4% | 0.0% |
| YTD | +7.6% | +30.2% | -22.7% | -1.5% |
| 1Y | +3.5% | +32.1% | -28.6% | -5.8% |
| 3Y | +27.7% | +58.6% | -30.9% | +7.4% |
| All | +43.8% | +31.1% | +12.7% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling