+141.4%
XLC vs KIM
+119.8%
+21.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +0.2% | -1.7% | +2.0% | +0.7% |
| 3M | +0.6% | -0.8% | +1.5% | +0.7% |
| 6M | -4.5% | +4.4% | -8.9% | -5.8% |
| YTD | -4.7% | +21.2% | -26.0% | -9.7% |
| 1Y | -1.7% | +10.5% | -12.2% | -4.5% |
| 3Y | +72.3% | +47.5% | +24.8% | +53.5% |
| 5Y | +37.8% | +37.1% | +0.7% | +24.7% |
| All | +141.4% | +119.8% | +21.6% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling