+30.2%
XLRE vs KIM
+43.4%
-13.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -2.7% | -1.5% | -1.2% | -1.9% |
| 30D | -2.3% | -1.7% | -0.7% | -1.4% |
| 3M | -3.5% | -7.1% | +3.7% | +0.7% |
| 6M | +1.9% | +2.9% | -1.0% | 0.0% |
| YTD | +8.3% | +18.8% | -10.5% | -2.4% |
| 1Y | +6.4% | +9.4% | -3.0% | +0.5% |
| All | +30.2% | +43.4% | -13.3% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling