+301.7%
EXPD vs KIM
+64.5%
+237.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | -7.2% | +4.1% | -11.2% | -8.0% |
| 30D | -3.3% | +16.8% | -20.1% | -6.7% |
| 3M | +3.4% | +5.7% | -2.3% | +2.0% |
| 6M | +22.7% | +9.7% | +13.0% | +19.9% |
| YTD | +24.5% | +30.2% | -5.7% | +16.9% |
| 1Y | +38.6% | +32.1% | +6.5% | +29.7% |
| 3Y | +71.5% | +58.6% | +12.9% | +53.5% |
| 5Y | +56.2% | +31.2% | +25.1% | +44.4% |
| All | +301.7% | +64.5% | +237.2% | +237.5% |
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