+39.5%
EXPE vs KIM
+31.1%
+8.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.6% |
| 7D | -9.3% | +4.1% | -13.4% | -11.5% |
| 30D | +0.1% | +16.8% | -16.6% | -9.5% |
| 3M | -15.3% | +5.7% | -21.0% | -18.2% |
| 6M | +5.5% | +9.7% | -4.2% | -1.0% |
| YTD | -8.0% | +30.2% | -38.2% | -24.0% |
| 1Y | +18.9% | +32.1% | -13.2% | -2.8% |
| 3Y | +135.5% | +58.6% | +76.9% | +64.1% |
| All | +39.5% | +31.1% | +8.4% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling