+35.5%
XLV vs KIM
+35.9%
-0.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -1.7% | -1.8% | -3.1% |
| 30D | -1.8% | -3.0% | +1.1% | -1.0% |
| 3M | +7.8% | -8.9% | +16.7% | +10.6% |
| 6M | +9.1% | +2.4% | +6.7% | +8.3% |
| YTD | +7.7% | +18.3% | -10.6% | +2.6% |
| 1Y | +20.4% | +8.2% | +12.2% | +17.5% |
| 3Y | +30.8% | +44.0% | -13.3% | +17.0% |
| All | +35.5% | +35.9% | -0.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling