+19.8%
XBI vs KIM
+35.1%
-15.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -4.6% | -1.5% | -3.1% | -3.8% |
| 30D | -0.8% | -1.7% | +0.9% | +0.1% |
| 3M | +21.8% | -7.1% | +29.0% | +26.3% |
| 6M | +23.2% | +2.9% | +20.3% | +20.5% |
| YTD | +28.7% | +18.8% | +9.9% | +15.7% |
| 1Y | +67.8% | +9.4% | +58.3% | +57.8% |
| 3Y | +100.6% | +44.6% | +56.1% | +56.7% |
| 5Y | +19.8% | +37.9% | -18.1% | +0.2% |
| All | +19.8% | +35.1% | -15.2% | +0.2% |
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