+91.1%
EXPE vs KIM
+37.7%
+53.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -8.3% |
| 7D | -9.8% | -0.3% | -9.4% | -9.6% |
| 30D | -11.5% | -1.7% | -9.8% | -10.5% |
| 3M | +21.7% | -0.8% | +22.5% | +22.0% |
| 6M | +10.4% | +4.4% | +6.0% | +6.6% |
| YTD | -2.5% | +21.2% | -23.8% | -15.7% |
| 1Y | +27.3% | +10.5% | +16.8% | +17.5% |
| 3Y | +153.5% | +47.5% | +106.0% | +85.9% |
| 5Y | +91.1% | +37.1% | +54.0% | +49.0% |
| All | +91.1% | +37.7% | +53.4% | +49.0% |
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