+121.6%
KRE vs KIM
+33.1%
+88.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -1.4% | -1.5% | +0.1% | -0.6% |
| 30D | -3.9% | -1.7% | -2.2% | -3.1% |
| 3M | +3.6% | -7.1% | +10.8% | +7.8% |
| 6M | +15.4% | +2.9% | +12.5% | +13.2% |
| YTD | +15.2% | +18.8% | -3.6% | +4.1% |
| 1Y | +16.5% | +9.4% | +7.0% | +10.1% |
| 3Y | +85.2% | +44.6% | +40.6% | +49.9% |
| 5Y | +33.1% | +37.9% | -4.8% | +9.7% |
| All | +121.6% | +33.1% | +88.6% | +37.6% |
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 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