+386.4%
EXEL vs KIM
+624.3%
-237.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +2.3% | +2.8% | -0.5% | +1.1% |
| 30D | +19.8% | +16.3% | +3.5% | +12.3% |
| 3M | +32.7% | +6.6% | +26.0% | +29.0% |
| 6M | +49.0% | +12.3% | +36.6% | +41.4% |
| YTD | +63.7% | +31.6% | +32.1% | +44.9% |
| 1Y | +75.8% | +31.5% | +44.3% | +55.6% |
| 3Y | +241.3% | +68.0% | +173.3% | +167.3% |
| 5Y | +289.0% | +38.7% | +250.3% | +221.8% |
| 10Y | +377.6% | +65.7% | +311.9% | +206.6% |
| All | +386.4% | +624.3% | -237.9% | -15.4% |
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