+20.7%
EXE vs KIM
+47.7%
-27.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +6.4% | -1.7% | +8.1% | +6.7% |
| 3M | +9.2% | -0.8% | +10.1% | +9.2% |
| 6M | -7.0% | +4.4% | -11.4% | -8.1% |
| YTD | -9.5% | +21.2% | -30.7% | -13.7% |
| 1Y | +6.2% | +10.5% | -4.3% | +3.4% |
| 3Y | +20.7% | +47.5% | -26.8% | +8.7% |
| All | +20.7% | +47.7% | -27.0% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling