+149.9%
XLE vs KIM
+31.1%
+118.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | +4.1% | -16.1% | -13.3% |
| 30D | -2.7% | +16.8% | -19.5% | -7.9% |
| 3M | +6.6% | +5.7% | +0.9% | +4.4% |
| 6M | +9.5% | +9.7% | -0.2% | +5.6% |
| YTD | +40.6% | +30.2% | +10.3% | +26.7% |
| 1Y | +43.6% | +32.1% | +11.5% | +28.8% |
| 3Y | +58.1% | +58.6% | -0.5% | +30.7% |
| All | +149.9% | +31.1% | +118.8% | +111.4% |
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 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