+64.4%
XLF vs KIM
+37.3%
+27.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | -1.0% | -0.1% | -0.6% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | +9.1% | -5.3% | +14.5% | +11.5% |
| 6M | +14.4% | +3.9% | +10.4% | +11.9% |
| YTD | +5.1% | +20.3% | -15.2% | -4.0% |
| 1Y | +8.6% | +10.4% | -1.8% | +3.1% |
| 3Y | +74.4% | +46.3% | +28.1% | +42.6% |
| 5Y | +64.4% | +37.6% | +26.8% | +38.3% |
| All | +64.4% | +37.3% | +27.0% | +38.3% |
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 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