+150.1%
EXE vs KIM
+89.7%
+60.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | -2.2% | +2.8% | -5.0% | -3.2% |
| 30D | -0.3% | +15.9% | -16.2% | -5.5% |
| 3M | -9.3% | +7.8% | -17.1% | -11.8% |
| 6M | -7.2% | +11.9% | -19.1% | -11.3% |
| YTD | -18.9% | +31.0% | -50.0% | -27.1% |
| 1Y | -21.7% | +32.3% | -54.0% | -29.8% |
| 3Y | +21.0% | +65.5% | -44.5% | -3.8% |
| 5Y | +76.0% | +37.2% | +38.8% | +48.1% |
| All | +150.1% | +89.7% | +60.4% | +94.3% |
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 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