+42.0%
XLP vs KIM
+31.1%
+10.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.7% | +4.1% | -3.3% | -0.4% |
| 30D | +10.3% | +16.8% | -6.5% | +5.7% |
| 3M | +6.5% | +5.7% | +0.8% | +4.9% |
| 6M | +8.4% | +9.7% | -1.3% | +5.6% |
| YTD | +18.2% | +30.2% | -12.0% | +9.9% |
| 1Y | +22.4% | +32.1% | -9.7% | +13.4% |
| 3Y | +41.9% | +58.6% | -16.7% | +23.9% |
| All | +42.0% | +31.1% | +10.9% | +29.3% |
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 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