+5.0%
XEL vs KIM
+30.6%
-25.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +8.3% | +14.1% | -5.8% | +1.7% |
| 3M | +4.2% | +6.0% | -1.8% | +1.1% |
| 6M | +3.7% | +13.2% | -9.5% | -2.1% |
| YTD | +13.1% | +30.4% | -17.3% | +2.4% |
| 1Y | +5.0% | +31.0% | -26.0% | -4.9% |
| All | +5.0% | +30.6% | -25.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling