+127.7%
EXPE vs KIM
+63.6%
+64.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.1% | +14.1% | -20.2% | -12.9% |
| 3M | -21.3% | +6.0% | -27.3% | -23.7% |
| 6M | +19.0% | +13.2% | +5.8% | +10.6% |
| YTD | -8.4% | +30.4% | -38.8% | -22.3% |
| 1Y | -2.8% | +31.0% | -33.8% | -17.8% |
| 3Y | +120.8% | +67.6% | +53.1% | +58.9% |
| 5Y | +46.2% | +35.8% | +10.4% | +19.0% |
| All | +127.7% | +63.6% | +64.1% | +27.7% |
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