+1,117.4%
XLI vs KIM
+626.3%
+491.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -5.9% | -4.0% | -2.0% | -4.7% |
| 3M | -0.3% | +0.5% | -0.8% | -0.7% |
| 6M | +0.1% | +3.6% | -3.5% | -1.3% |
| YTD | +13.6% | +20.4% | -6.8% | +6.6% |
| 1Y | +17.2% | +9.7% | +7.5% | +13.2% |
| 3Y | +68.2% | +46.0% | +22.2% | +46.7% |
| 5Y | +80.7% | +34.4% | +46.3% | +60.2% |
| 10Y | +253.3% | +29.3% | +224.0% | +190.0% |
| All | +1,117.4% | +626.3% | +491.2% | +336.3% |
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 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