+59.7%
EXPD vs KIM
+39.0%
+20.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.4% | +2.8% | -10.2% | -8.4% |
| 30D | -2.1% | +15.9% | -18.0% | -7.8% |
| 3M | +5.7% | +7.8% | -2.1% | +2.4% |
| 6M | +21.4% | +11.9% | +9.5% | +15.5% |
| YTD | +27.6% | +31.0% | -3.4% | +13.3% |
| 1Y | +36.1% | +32.3% | +3.8% | +20.2% |
| 3Y | +69.9% | +65.5% | +4.4% | +33.8% |
| 5Y | +59.7% | +37.2% | +22.5% | +37.5% |
| All | +59.7% | +39.0% | +20.7% | +37.5% |
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