+561.3%
XLP vs KIM
+688.7%
-127.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.5% | +5.0% | -1.5% | +2.6% |
| 30D | +11.6% | +15.8% | -4.2% | +8.8% |
| 3M | +7.6% | +4.3% | +3.4% | +6.9% |
| 6M | +10.0% | +11.4% | -1.3% | +8.0% |
| YTD | +19.7% | +30.8% | -11.1% | +14.3% |
| 1Y | +23.5% | +31.4% | -8.0% | +17.8% |
| 3Y | +44.0% | +57.7% | -13.7% | +32.4% |
| 5Y | +42.7% | +31.7% | +11.0% | +34.0% |
| 10Y | +131.3% | +67.4% | +64.0% | +98.0% |
| All | +561.3% | +688.7% | -127.4% | +281.8% |
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