+145.6%
XLK vs KIM
+35.1%
+110.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -0.5% | -1.7% | +1.2% | +0.1% |
| 3M | +5.0% | -7.1% | +12.1% | +7.5% |
| 6M | +32.9% | +2.9% | +30.0% | +30.2% |
| YTD | +29.0% | +18.8% | +10.1% | +18.8% |
| 1Y | +37.8% | +9.4% | +28.4% | +31.2% |
| 3Y | +118.7% | +44.6% | +74.1% | +79.2% |
| 5Y | +145.6% | +37.9% | +107.6% | +111.1% |
| All | +145.6% | +35.1% | +110.5% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling