+217.7%
XLF vs KIM
+63.6%
+154.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +7.6% | +14.1% | -6.5% | +2.2% |
| 3M | +1.1% | +6.0% | -4.9% | -1.3% |
| 6M | +15.9% | +13.2% | +2.7% | +10.1% |
| YTD | +8.4% | +30.4% | -21.9% | -2.7% |
| 1Y | +12.5% | +31.0% | -18.5% | +0.7% |
| 3Y | +81.6% | +67.6% | +13.9% | +45.8% |
| 5Y | +59.3% | +35.8% | +23.5% | +37.1% |
| All | +217.7% | +63.6% | +154.1% | +104.0% |
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 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