+1,669.7%
XEL vs KIM
+3,058.9%
-1,389.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -1.9% | -4.0% | +2.1% | -1.2% |
| 3M | -1.9% | +0.5% | -2.4% | -2.0% |
| 6M | -7.4% | +3.6% | -11.1% | -8.1% |
| YTD | +4.1% | +20.4% | -16.4% | +0.5% |
| 1Y | +8.0% | +9.7% | -1.7% | +6.1% |
| 3Y | +48.4% | +46.0% | +2.4% | +37.6% |
| 5Y | +27.2% | +34.4% | -7.2% | +18.7% |
| 10Y | +146.8% | +29.3% | +117.5% | +118.6% |
| All | +1,669.7% | +3,058.9% | -1,389.3% | +1,005.2% |
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 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