+237.8%
XME vs KIM
+74.2%
+163.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +6.0% | -4.0% | +10.0% | +7.9% |
| 3M | -7.7% | +0.5% | -8.3% | -8.5% |
| 6M | +1.0% | +3.6% | -2.7% | -1.3% |
| YTD | +14.6% | +20.4% | -5.8% | +4.3% |
| 1Y | +46.0% | +9.7% | +36.3% | +38.3% |
| 3Y | +127.0% | +46.0% | +81.0% | +86.3% |
| 5Y | +175.8% | +34.4% | +141.4% | +133.4% |
| 10Y | +414.6% | +29.3% | +385.3% | +298.1% |
| All | +237.8% | +74.2% | +163.6% | +47.4% |
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