+62.8%
EXPD vs KIM
+34.4%
+28.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | +4.1% | -4.0% | +8.1% | +5.7% |
| 3M | +17.9% | +0.5% | +17.4% | +17.4% |
| 6M | +29.2% | +3.6% | +25.6% | +27.0% |
| YTD | +27.4% | +20.4% | +6.9% | +17.6% |
| 1Y | +56.8% | +9.7% | +47.1% | +50.2% |
| 3Y | +68.0% | +46.0% | +22.1% | +41.0% |
| All | +62.8% | +34.4% | +28.3% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling