+1.2%
XME vs KIM
+30.2%
-29.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +1.5% | -1.0% | +2.5% | +1.4% |
| 30D | -7.3% | +14.8% | -22.1% | -5.4% |
| 3M | -17.4% | +8.1% | -25.6% | -16.4% |
| 6M | -21.8% | +11.7% | -33.5% | -21.4% |
| YTD | -6.0% | +30.7% | -36.7% | -4.7% |
| All | +1.2% | +30.2% | -29.0% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling