+640.9%
XLU vs KIM
+625.3%
+15.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -0.4% | -1.1% | +0.6% | -0.2% |
| 3M | -1.7% | -5.3% | +3.6% | -0.6% |
| 6M | -7.1% | +3.9% | -11.0% | -7.9% |
| YTD | +1.9% | +20.3% | -18.3% | -2.2% |
| 1Y | +6.1% | +10.4% | -4.3% | +3.7% |
| 3Y | +48.8% | +46.3% | +2.4% | +35.9% |
| 5Y | +43.8% | +37.6% | +6.2% | +31.8% |
| 10Y | +143.2% | +34.5% | +108.7% | +109.4% |
| All | +640.9% | +625.3% | +15.6% | +254.1% |
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