+253.9%
XLI vs KIM
+32.5%
+221.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.7% | -1.7% | +0.1% | -1.1% |
| 30D | -7.3% | -3.0% | -4.3% | -6.3% |
| 3M | -1.3% | -8.9% | +7.5% | +1.6% |
| 6M | +2.2% | +2.4% | -0.1% | +1.1% |
| YTD | +11.7% | +18.3% | -6.6% | +5.1% |
| 1Y | +14.3% | +8.2% | +6.1% | +10.7% |
| 3Y | +70.3% | +44.0% | +26.3% | +48.1% |
| 5Y | +82.3% | +37.3% | +45.0% | +59.5% |
| All | +253.9% | +32.5% | +221.4% | +164.2% |
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 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