+46.7%
XLU vs KIM
+43.4%
+3.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | -2.5% | -1.7% | -0.9% | -2.0% |
| 3M | -2.7% | -7.1% | +4.4% | -0.3% |
| 6M | -7.5% | +2.9% | -10.3% | -8.4% |
| YTD | +0.9% | +18.8% | -17.9% | -5.0% |
| 1Y | +3.3% | +9.4% | -6.1% | 0.0% |
| All | +46.7% | +43.4% | +3.3% | +24.5% |
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