+348.4%
EXEL vs KIM
+64.9%
+283.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | +2.8% | -5.2% | -2.9% |
| 30D | +17.9% | +15.9% | +2.0% | +14.3% |
| 3M | +33.3% | +7.8% | +25.5% | +31.1% |
| 6M | +46.6% | +11.9% | +34.7% | +43.0% |
| YTD | +61.0% | +31.0% | +30.0% | +51.9% |
| 1Y | +70.4% | +32.3% | +38.1% | +60.4% |
| 3Y | +236.1% | +65.5% | +170.6% | +200.8% |
| 5Y | +284.8% | +37.2% | +247.6% | +253.6% |
| 10Y | +348.4% | +63.9% | +284.5% | +258.9% |
| All | +348.4% | +64.9% | +283.5% | +258.9% |
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