+174.8%
EXE vs KIM
+74.1%
+100.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -2.7% | -1.0% | -1.8% | -2.4% |
| 30D | -0.4% | -1.1% | +0.7% | 0.0% |
| 3M | +9.5% | -5.3% | +14.8% | +11.4% |
| 6M | -9.3% | +3.9% | -13.3% | -11.1% |
| YTD | -10.9% | +20.3% | -31.2% | -17.3% |
| 1Y | +4.3% | +10.4% | -6.1% | -0.2% |
| 3Y | +18.8% | +46.3% | -27.5% | -1.1% |
| 5Y | +101.4% | +37.6% | +63.8% | +69.6% |
| All | +174.8% | +74.1% | +100.7% | +120.3% |
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 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