+30.9%
KRE vs KIM
+37.3%
-6.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.6% |
| 7D | -1.1% | -1.0% | -0.1% | -0.4% |
| 30D | -3.4% | -1.1% | -2.3% | -2.7% |
| 3M | +3.7% | -5.3% | +9.0% | +7.3% |
| 6M | +14.8% | +3.9% | +10.8% | +11.3% |
| YTD | +14.7% | +20.3% | -5.6% | +0.2% |
| 1Y | +16.0% | +10.4% | +5.6% | +7.5% |
| 3Y | +84.3% | +46.3% | +37.9% | +39.1% |
| 5Y | +30.9% | +37.6% | -6.7% | +3.2% |
| All | +30.9% | +37.3% | -6.5% | +3.2% |
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