+118.5%
EXPE vs KIM
+65.6%
+52.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | -13.3% | +2.8% | -16.2% | -14.5% |
| 30D | -5.5% | +16.3% | -21.8% | -13.4% |
| 3M | -16.5% | +6.6% | -23.1% | -19.4% |
| 6M | +13.1% | +12.3% | +0.8% | +5.6% |
| YTD | -8.0% | +31.6% | -39.6% | -22.4% |
| 1Y | +1.1% | +31.5% | -30.4% | -14.7% |
| 3Y | +131.2% | +68.0% | +63.2% | +66.3% |
| 5Y | +39.8% | +38.7% | +1.1% | +12.4% |
| 10Y | +118.5% | +65.7% | +52.7% | +19.7% |
| All | +118.5% | +65.6% | +52.9% | +19.7% |
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