+175.2%
XME vs KIM
+89.5%
+85.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.2% | +2.8% | -2.9% | -1.4% |
| 30D | -9.2% | +15.9% | -25.1% | -15.2% |
| 3M | -17.8% | +7.8% | -25.5% | -20.7% |
| 6M | -20.0% | +11.9% | -31.9% | -24.6% |
| YTD | -6.6% | +31.0% | -37.6% | -18.4% |
| 1Y | +1.8% | +32.3% | -30.6% | -11.5% |
| 3Y | +98.7% | +65.5% | +33.3% | +54.0% |
| 5Y | +123.9% | +37.2% | +86.7% | +87.8% |
| 10Y | +277.9% | +63.9% | +214.0% | +161.5% |
| All | +175.2% | +89.5% | +85.7% | +15.3% |
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