+153.4%
EXE vs KIM
+88.7%
+64.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -2.2% | +14.1% | -16.3% | -6.8% |
| 3M | -5.9% | +6.0% | -11.9% | -7.9% |
| 6M | -5.7% | +13.2% | -19.0% | -10.2% |
| YTD | -17.8% | +30.4% | -48.2% | -26.0% |
| 1Y | -23.1% | +31.0% | -54.2% | -30.9% |
| 3Y | +21.2% | +67.6% | -46.4% | -4.3% |
| 5Y | +78.8% | +35.8% | +43.0% | +51.1% |
| All | +153.4% | +88.7% | +64.7% | +97.2% |
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