+2,132.2%
EXC vs KIM
+3,350.7%
-1,218.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -1.7% | +2.8% | -4.6% | -2.4% |
| 30D | +9.3% | +16.3% | -7.0% | +5.2% |
| 3M | +1.0% | +6.6% | -5.6% | -0.6% |
| 6M | +5.9% | +12.3% | -6.4% | +2.8% |
| YTD | +7.6% | +31.6% | -23.9% | +0.3% |
| 1Y | +2.4% | +31.5% | -29.1% | -4.6% |
| 3Y | +30.2% | +68.0% | -37.7% | +12.9% |
| 5Y | +41.4% | +38.7% | +2.7% | +27.1% |
| 10Y | +183.8% | +65.7% | +118.0% | +126.8% |
| All | +2,132.2% | +3,350.7% | -1,218.5% | +1,377.3% |
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