+20.7%
XLK vs KIM
+33.1%
-12.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +1.3% |
| 7D | -7.6% | +10.6% | -18.2% | -4.1% |
| 30D | -12.2% | +17.5% | -29.6% | -6.9% |
| 3M | -5.5% | +4.7% | -10.2% | -3.4% |
| 6M | +9.2% | +13.1% | -4.0% | +12.8% |
| YTD | +23.0% | +32.1% | -9.0% | +33.0% |
| 1Y | +20.7% | +32.7% | -12.0% | +30.5% |
| All | +20.7% | +33.1% | -12.4% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling