+152.1%
EXE vs KIM
+89.2%
+62.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.5% | -1.0% | +2.5% | +1.9% |
| 30D | -0.2% | +14.8% | -15.0% | -5.0% |
| 3M | -9.2% | +8.1% | -17.4% | -11.8% |
| 6M | -7.2% | +11.7% | -18.9% | -11.2% |
| YTD | -18.3% | +30.7% | -49.0% | -26.4% |
| 1Y | -23.6% | +29.7% | -53.4% | -31.1% |
| 3Y | +21.9% | +65.1% | -43.1% | -3.0% |
| 5Y | +73.7% | +34.7% | +39.0% | +47.1% |
| All | +152.1% | +89.2% | +62.8% | +96.0% |
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