+34.5%
XHB vs KIM
+37.3%
-2.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -1.9% | -1.0% | -1.0% | -1.3% |
| 30D | -8.3% | -1.1% | -7.2% | -7.7% |
| 3M | -7.1% | -5.3% | -1.8% | -4.0% |
| 6M | -5.3% | +3.9% | -9.2% | -7.9% |
| YTD | -3.2% | +20.3% | -23.5% | -14.8% |
| 1Y | -13.9% | +10.4% | -24.3% | -19.8% |
| 3Y | +24.9% | +46.3% | -21.4% | -4.3% |
| 5Y | +34.5% | +37.6% | -3.1% | +8.8% |
| All | +34.5% | +37.3% | -2.8% | +8.8% |
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