+147.5%
XEL vs KIM
+33.1%
+114.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.2% | -1.5% | +0.3% | -0.9% |
| 30D | -2.9% | -1.7% | -1.2% | -2.5% |
| 3M | -2.7% | -7.1% | +4.4% | -1.1% |
| 6M | -6.5% | +2.9% | -9.4% | -7.1% |
| YTD | +3.6% | +18.8% | -15.2% | -0.3% |
| 1Y | +7.5% | +9.4% | -1.9% | +5.2% |
| 3Y | +46.3% | +44.6% | +1.8% | +33.9% |
| 5Y | +30.5% | +37.9% | -7.4% | +19.5% |
| All | +147.5% | +33.1% | +114.4% | +134.9% |
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