+163.9%
XLE vs KIM
+65.6%
+98.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -7.9% | +2.8% | -10.7% | -9.1% |
| 30D | -4.8% | +16.3% | -21.2% | -11.2% |
| 3M | +8.4% | +6.6% | +1.7% | +5.0% |
| 6M | +12.7% | +12.3% | +0.4% | +6.3% |
| YTD | +41.3% | +31.6% | +9.7% | +23.7% |
| 1Y | +42.3% | +31.5% | +10.8% | +24.6% |
| 3Y | +65.1% | +68.0% | -2.9% | +26.9% |
| 5Y | +150.2% | +38.7% | +111.5% | +104.5% |
| 10Y | +163.9% | +65.7% | +98.2% | +65.8% |
| All | +163.9% | +65.6% | +98.3% | +65.8% |
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 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