+1,036.2%
XLE vs KIM
+683.5%
+352.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +4.4% | -0.7% | +5.0% | +4.6% |
| 30D | -4.3% | +13.4% | -17.7% | -8.6% |
| 3M | +6.0% | +6.5% | -0.5% | +3.4% |
| 6M | +13.2% | +10.6% | +2.6% | +8.6% |
| YTD | +46.7% | +29.9% | +16.8% | +32.6% |
| 1Y | +46.6% | +29.6% | +17.1% | +32.6% |
| 3Y | +69.6% | +64.1% | +5.5% | +39.2% |
| 5Y | +166.5% | +35.3% | +131.2% | +130.4% |
| 10Y | +178.0% | +63.1% | +114.9% | +109.6% |
| All | +1,036.2% | +683.5% | +352.7% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling