+833.6%
XLB vs KIM
+693.3%
+140.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -1.4% | +2.8% | -4.2% | -2.3% |
| 30D | +7.1% | +16.3% | -9.2% | +1.8% |
| 3M | +0.6% | +6.6% | -6.0% | -1.6% |
| 6M | +3.5% | +12.3% | -8.8% | -0.7% |
| YTD | +18.2% | +31.6% | -13.3% | +7.5% |
| 1Y | +25.6% | +31.5% | -5.9% | +14.1% |
| 3Y | +46.7% | +68.0% | -21.3% | +21.8% |
| 5Y | +30.9% | +38.7% | -7.8% | +14.8% |
| 10Y | +167.7% | +65.7% | +102.0% | +101.5% |
| All | +833.6% | +693.3% | +140.2% | +220.8% |
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 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