+988.3%
XLE vs KIM
+685.3%
+303.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | +6.6% | +5.7% | +0.9% | +4.2% |
| 6M | +9.5% | +9.7% | -0.2% | +5.4% |
| YTD | +40.6% | +30.2% | +10.3% | +26.9% |
| 1Y | +43.6% | +32.1% | +11.5% | +29.0% |
| 3Y | +58.1% | +58.6% | -0.5% | +31.4% |
| 5Y | +152.2% | +31.2% | +121.0% | +120.2% |
| 10Y | +172.9% | +66.7% | +106.3% | +104.4% |
| All | +988.3% | +685.3% | +303.0% | +329.0% |
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