+788.5%
XLK vs KIM
+32.5%
+756.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +0.2% | -1.7% | +1.9% | +0.7% |
| 30D | -0.6% | -3.0% | +2.3% | +0.1% |
| 3M | +2.6% | -8.9% | +11.4% | +4.7% |
| 6M | +34.0% | +2.4% | +31.6% | +32.6% |
| YTD | +30.7% | +18.3% | +12.3% | +24.3% |
| 1Y | +39.2% | +8.2% | +31.0% | +35.4% |
| 3Y | +120.4% | +44.0% | +76.4% | +96.8% |
| 5Y | +148.8% | +37.3% | +111.5% | +125.1% |
| All | +788.5% | +32.5% | +756.0% | +620.5% |
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 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