+172.7%
XLE vs KIM
+27.5%
+145.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +11.8% | -4.0% | +15.8% | +13.7% |
| 3M | +9.8% | +0.5% | +9.3% | +9.2% |
| 6M | +15.6% | +3.6% | +12.0% | +13.1% |
| YTD | +45.3% | +20.4% | +24.8% | +32.6% |
| 1Y | +48.3% | +9.7% | +38.6% | +41.0% |
| 3Y | +55.4% | +46.0% | +9.4% | +27.2% |
| 5Y | +216.1% | +34.4% | +181.7% | +161.6% |
| All | +172.7% | +27.5% | +145.2% | +92.2% |
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