+328.6%
EXPD vs KIM
+63.0%
+265.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.8% |
| 30D | +0.3% | +13.4% | -13.1% | -2.6% |
| 3M | +6.1% | +6.5% | -0.5% | +4.5% |
| 6M | +27.4% | +10.6% | +16.8% | +24.2% |
| YTD | +32.0% | +29.9% | +2.1% | +23.9% |
| 1Y | +40.5% | +29.6% | +11.0% | +32.0% |
| 3Y | +75.7% | +64.1% | +11.6% | +56.1% |
| 5Y | +61.7% | +35.3% | +26.4% | +48.7% |
| All | +328.6% | +63.0% | +265.5% | +262.7% |
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