+137.4%
XME vs KIM
+47.7%
+89.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +3.6% | -1.7% | +5.3% | +4.2% |
| 3M | +1.2% | -0.8% | +2.0% | +1.0% |
| 6M | +9.0% | +4.4% | +4.6% | +6.4% |
| YTD | +15.9% | +21.2% | -5.3% | +5.7% |
| 1Y | +43.2% | +10.5% | +32.6% | +35.9% |
| 3Y | +137.4% | +47.5% | +89.9% | +97.6% |
| All | +137.4% | +47.7% | +89.6% | +97.6% |
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