+386.9%
EXEL vs KIM
+29.7%
+357.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.3% | -1.0% | +0.6% | -0.2% |
| 30D | +10.1% | -1.1% | +11.2% | +10.4% |
| 3M | +10.1% | -5.3% | +15.4% | +11.3% |
| 6M | +37.7% | +3.9% | +33.7% | +36.5% |
| YTD | +33.1% | +20.3% | +12.8% | +27.9% |
| 1Y | +52.4% | +10.4% | +41.9% | +49.0% |
| 3Y | +163.8% | +46.3% | +117.5% | +142.3% |
| 5Y | +198.5% | +37.6% | +160.9% | +175.3% |
| 10Y | +386.9% | +34.5% | +352.4% | +298.5% |
| All | +386.9% | +29.7% | +357.2% | +298.5% |
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