+185.7%
EXPE vs KIM
+46.2%
+139.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | +0.4% | -9.9% | -9.8% |
| 30D | -6.6% | -4.0% | -2.6% | -4.5% |
| 3M | +31.4% | +0.5% | +30.8% | +30.7% |
| 6M | +35.2% | +3.6% | +31.6% | +32.0% |
| YTD | +5.8% | +20.4% | -14.6% | -6.0% |
| 1Y | +38.7% | +9.7% | +29.0% | +30.2% |
| All | +185.7% | +46.2% | +139.5% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling