+508.9%
XLP vs KIM
+626.3%
-117.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -0.9% | -4.0% | +3.1% | -0.2% |
| 3M | +3.8% | +0.5% | +3.3% | +3.7% |
| 6M | -1.7% | +3.6% | -5.3% | -2.4% |
| YTD | +10.3% | +20.4% | -10.2% | +6.8% |
| 1Y | +7.8% | +9.7% | -1.9% | +6.0% |
| 3Y | +27.2% | +46.0% | -18.8% | +18.4% |
| 5Y | +32.5% | +34.4% | -1.9% | +24.1% |
| 10Y | +101.8% | +29.3% | +72.5% | +80.1% |
| All | +508.9% | +626.3% | -117.3% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling