+835.0%
XLB vs KIM
+688.4%
+146.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | +7.2% | +14.8% | -7.5% | +2.4% |
| 3M | 0.0% | +8.1% | -8.1% | -2.6% |
| 6M | +2.3% | +11.7% | -9.4% | -1.6% |
| YTD | +18.4% | +30.7% | -12.3% | +7.8% |
| 1Y | +23.3% | +29.7% | -6.4% | +12.6% |
| 3Y | +45.2% | +65.1% | -19.9% | +21.3% |
| 5Y | +31.0% | +34.7% | -3.7% | +16.0% |
| 10Y | +168.8% | +64.1% | +104.7% | +102.9% |
| All | +835.0% | +688.4% | +146.6% | +221.9% |
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