+136.0%
XLC vs KIM
+136.3%
-0.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -1.9% | +14.1% | -16.0% | -5.3% |
| 3M | -3.1% | +6.0% | -9.1% | -4.7% |
| 6M | -6.4% | +13.2% | -19.6% | -9.6% |
| YTD | -6.8% | +30.4% | -37.2% | -13.4% |
| 1Y | -1.7% | +31.0% | -32.7% | -8.8% |
| 3Y | +64.7% | +67.6% | -2.9% | +42.0% |
| 5Y | +41.1% | +35.8% | +5.3% | +27.6% |
| All | +136.0% | +136.3% | -0.3% | +82.4% |
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