+926.8%
XBI vs KIM
+83.0%
+843.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.6% | -1.0% | -2.7% | -3.4% |
| 30D | +0.9% | -1.1% | +1.9% | +1.1% |
| 3M | +21.4% | -5.3% | +26.8% | +23.1% |
| 6M | +25.5% | +3.9% | +21.6% | +23.9% |
| YTD | +30.8% | +20.3% | +10.6% | +23.9% |
| 1Y | +68.6% | +10.4% | +58.1% | +63.3% |
| 3Y | +103.9% | +46.3% | +57.6% | +82.4% |
| 5Y | +20.8% | +37.6% | -16.8% | +9.8% |
| 10Y | +164.0% | +34.5% | +129.5% | +123.0% |
| All | +926.8% | +83.0% | +843.8% | +584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling