+43.4%
XLK vs KIM
+9.1%
+34.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.4% |
| 7D | +0.9% | -0.8% | +1.6% | +0.7% |
| 30D | +0.7% | -5.1% | +5.8% | -0.5% |
| 3M | -2.9% | -0.6% | -2.3% | -3.8% |
| 6M | +34.3% | +2.4% | +31.9% | +32.8% |
| YTD | +30.4% | +19.0% | +11.4% | +31.9% |
| 1Y | +43.4% | +8.4% | +34.9% | +45.3% |
| All | +43.4% | +9.1% | +34.2% | +45.3% |
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 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