+1,106.7%
XLY vs KIM
+613.6%
+493.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -1.7% | 0.0% | -1.1% |
| 30D | -4.2% | -3.0% | -1.2% | -3.3% |
| 3M | -2.7% | -8.9% | +6.2% | +0.2% |
| 6M | -0.6% | +2.4% | -3.0% | -1.6% |
| YTD | -5.0% | +18.3% | -23.4% | -10.5% |
| 1Y | -4.1% | +8.2% | -12.3% | -7.0% |
| 3Y | +33.6% | +44.0% | -10.4% | +17.2% |
| 5Y | +28.7% | +37.3% | -8.6% | +14.3% |
| 10Y | +219.6% | +32.3% | +187.3% | +160.2% |
| All | +1,106.7% | +613.6% | +493.1% | +352.8% |
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