+332.6%
EXPD vs KIM
+65.6%
+267.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.1% |
| 30D | -1.9% | +16.3% | -18.2% | -5.3% |
| 3M | +6.1% | +6.6% | -0.6% | +4.5% |
| 6M | +21.6% | +12.3% | +9.3% | +18.2% |
| YTD | +27.9% | +31.6% | -3.7% | +19.7% |
| 1Y | +39.4% | +31.5% | +7.9% | +30.5% |
| 3Y | +72.7% | +68.0% | +4.7% | +52.6% |
| 5Y | +60.3% | +38.7% | +21.6% | +46.7% |
| 10Y | +332.6% | +65.7% | +266.9% | +265.4% |
| All | +332.6% | +65.6% | +267.0% | +265.4% |
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 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