+56.8%
EXPD vs KIM
+10.4%
+46.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | +4.1% | -4.0% | +8.1% | +4.8% |
| 3M | +17.9% | +0.5% | +17.4% | +17.9% |
| 6M | +29.2% | +3.6% | +25.6% | +28.8% |
| YTD | +27.4% | +20.4% | +6.9% | +22.0% |
| 1Y | +56.8% | +9.7% | +47.1% | +52.8% |
| All | +56.8% | +10.4% | +46.4% | +52.8% |
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