+27.3%
EXPE vs KIM
+10.5%
+16.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -8.1% |
| 7D | -9.8% | -0.3% | -9.4% | -9.7% |
| 30D | -11.5% | -1.7% | -9.8% | -11.0% |
| 3M | +21.7% | -0.8% | +22.5% | +22.1% |
| 6M | +10.4% | +4.4% | +6.0% | +9.1% |
| YTD | -2.5% | +21.2% | -23.8% | -11.8% |
| 1Y | +27.3% | +10.5% | +16.8% | +16.4% |
| All | +27.3% | +10.5% | +16.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling