+92.0%
EXEL vs KIM
+33.1%
+58.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.2% |
| 7D | +9.8% | +10.6% | -0.8% | +7.1% |
| 30D | +23.6% | +17.5% | +6.1% | +18.7% |
| 3M | +29.9% | +4.7% | +25.2% | +28.3% |
| 6M | +64.7% | +13.1% | +51.6% | +60.9% |
| YTD | +66.0% | +32.1% | +33.9% | +60.2% |
| 1Y | +92.0% | +32.7% | +59.3% | +84.7% |
| All | +92.0% | +33.1% | +58.8% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling