+178.5%
EXE vs KIM
+74.3%
+104.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +8.5% | -4.0% | +12.4% | +9.9% |
| 3M | +5.5% | +0.5% | +4.9% | +4.9% |
| 6M | -5.9% | +3.6% | -9.5% | -7.6% |
| YTD | -9.7% | +20.4% | -30.1% | -16.3% |
| 1Y | +3.6% | +9.7% | -6.1% | -0.6% |
| 3Y | +18.0% | +46.0% | -28.0% | -1.6% |
| 5Y | +109.4% | +34.4% | +75.0% | +77.7% |
| All | +178.5% | +74.3% | +104.2% | +123.1% |
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