+108.1%
XLRE vs KIM
+57.4%
+50.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.7% | -1.0% | +0.2% | -0.3% |
| 30D | -2.2% | -1.1% | -1.1% | -1.8% |
| 3M | -2.6% | -5.3% | +2.7% | -0.4% |
| 6M | +2.6% | +3.9% | -1.4% | +0.8% |
| YTD | +9.3% | +20.3% | -11.0% | +0.9% |
| 1Y | +7.2% | +10.4% | -3.2% | +2.6% |
| 3Y | +31.3% | +46.3% | -15.0% | +11.2% |
| 5Y | +8.1% | +37.6% | -29.4% | -6.6% |
| 10Y | +88.9% | +34.5% | +54.4% | +67.2% |
| All | +108.1% | +57.4% | +50.7% | +69.4% |
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 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