+128.8%
XLP vs KIM
+65.6%
+63.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.1% | +2.8% | -2.8% | -0.5% |
| 30D | +8.9% | +16.3% | -7.4% | +5.8% |
| 3M | +7.5% | +6.6% | +0.8% | +6.2% |
| 6M | +9.4% | +12.3% | -2.9% | +7.0% |
| YTD | +19.3% | +31.6% | -12.3% | +13.2% |
| 1Y | +21.7% | +31.5% | -9.8% | +15.5% |
| 3Y | +44.0% | +68.0% | -24.0% | +29.9% |
| 5Y | +42.8% | +38.7% | +4.1% | +32.1% |
| 10Y | +128.8% | +65.7% | +63.1% | +96.4% |
| All | +128.8% | +65.6% | +63.2% | +96.4% |
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