+246.5%
XLF vs KIM
+33.1%
+213.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | -1.6% | -1.7% | +0.1% | -1.0% |
| 3M | +9.3% | -7.1% | +16.4% | +12.2% |
| 6M | +14.6% | +2.9% | +11.7% | +13.0% |
| YTD | +4.7% | +18.8% | -14.1% | -2.6% |
| 1Y | +8.6% | +9.4% | -0.8% | +4.3% |
| 3Y | +73.9% | +44.6% | +29.3% | +47.8% |
| 5Y | +65.0% | +37.9% | +27.1% | +41.4% |
| All | +246.5% | +33.1% | +213.5% | +139.3% |
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