+178.7%
XHB vs KIM
+83.2%
+95.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -6.9% | -4.0% | -2.9% | -5.1% |
| 3M | -1.3% | +0.5% | -1.8% | -1.7% |
| 6M | -6.8% | +3.6% | -10.4% | -8.4% |
| YTD | +0.7% | +20.4% | -19.7% | -8.0% |
| 1Y | -11.2% | +9.7% | -20.9% | -15.3% |
| 3Y | +25.3% | +46.0% | -20.7% | +4.1% |
| 5Y | +37.3% | +34.4% | +2.9% | +18.0% |
| 10Y | +211.5% | +29.3% | +182.2% | +139.3% |
| All | +178.7% | +83.2% | +95.5% | +60.9% |
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 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