+49.9%
XLE vs KIM
+33.1%
+16.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -4.5% |
| 7D | -7.2% | +10.6% | -17.8% | -7.0% |
| 30D | +0.1% | +17.5% | -17.4% | +0.2% |
| 3M | +9.2% | +4.7% | +4.5% | +9.3% |
| 6M | +8.4% | +13.1% | -4.8% | +8.9% |
| YTD | +44.9% | +32.1% | +12.8% | +37.2% |
| 1Y | +49.9% | +32.7% | +17.2% | +41.8% |
| All | +49.9% | +33.1% | +16.7% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling