+2,033.9%
EXC vs KIM
+3,058.9%
-1,025.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -3.7% | -4.0% | +0.3% | -2.7% |
| 3M | -1.3% | +0.5% | -1.8% | -1.4% |
| 6M | -9.7% | +3.6% | -13.3% | -10.6% |
| YTD | +2.9% | +20.4% | -17.5% | -2.0% |
| 1Y | +4.4% | +9.7% | -5.3% | +1.8% |
| 3Y | +22.2% | +46.0% | -23.8% | +9.6% |
| 5Y | +46.7% | +34.4% | +12.3% | +32.8% |
| 10Y | +155.3% | +29.3% | +126.0% | +116.6% |
| All | +2,033.9% | +3,058.9% | -1,025.0% | +1,344.7% |
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