+158.0%
EXPE vs KIM
+29.7%
+128.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -11.5% | -1.0% | -10.6% | -11.0% |
| 30D | -13.1% | -1.1% | -12.0% | -12.5% |
| 3M | +18.1% | -5.3% | +23.5% | +21.8% |
| 6M | +13.3% | +3.9% | +9.3% | +10.2% |
| YTD | -3.2% | +20.3% | -23.5% | -14.2% |
| 1Y | +26.1% | +10.4% | +15.7% | +17.8% |
| 3Y | +151.7% | +46.3% | +105.4% | +95.8% |
| 5Y | +88.3% | +37.6% | +50.8% | +51.8% |
| 10Y | +158.0% | +34.5% | +123.5% | +55.6% |
| All | +158.0% | +29.7% | +128.3% | +55.6% |
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