+168.0%
EXEL vs KIM
+46.2%
+121.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +8.4% | +0.4% | +8.0% | +8.2% |
| 30D | +4.1% | -4.0% | +8.1% | +5.5% |
| 3M | +12.4% | +0.5% | +11.9% | +12.2% |
| 6M | +41.5% | +3.6% | +37.9% | +39.9% |
| YTD | +34.6% | +20.4% | +14.2% | +26.7% |
| 1Y | +57.9% | +9.7% | +48.2% | +53.0% |
| All | +168.0% | +46.2% | +121.8% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling