+1,075.5%
XLI vs KIM
+686.3%
+389.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +1.0% | +14.1% | -13.1% | -3.3% |
| 3M | -8.9% | +6.0% | -14.9% | -10.7% |
| 6M | -2.3% | +13.2% | -15.5% | -6.5% |
| YTD | +9.7% | +30.4% | -20.7% | +0.2% |
| 1Y | +12.3% | +31.0% | -18.7% | +2.4% |
| 3Y | +71.5% | +67.6% | +3.8% | +43.2% |
| 5Y | +70.2% | +35.8% | +34.4% | +50.4% |
| 10Y | +227.5% | +63.7% | +163.8% | +149.5% |
| All | +1,075.5% | +686.3% | +389.2% | +310.2% |
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 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