+37.8%
XLC vs KIM
+37.7%
0.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +0.2% | -1.7% | +2.0% | +0.9% |
| 3M | +0.6% | -0.8% | +1.5% | +0.8% |
| 6M | -4.5% | +4.4% | -8.9% | -6.4% |
| YTD | -4.7% | +21.2% | -26.0% | -12.2% |
| 1Y | -1.7% | +10.5% | -12.2% | -6.0% |
| 3Y | +72.3% | +47.5% | +24.8% | +42.8% |
| 5Y | +37.8% | +37.1% | +0.7% | +19.3% |
| All | +37.8% | +37.7% | 0.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling