+1,451.6%
XPO vs KIM
+33.1%
+1,418.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.3% | -1.5% | +0.1% | -0.6% |
| 30D | -10.4% | -1.7% | -8.7% | -9.7% |
| 3M | -15.7% | -7.1% | -8.5% | -12.6% |
| 6M | -6.3% | +2.9% | -9.2% | -7.7% |
| YTD | +34.2% | +18.8% | +15.3% | +23.0% |
| 1Y | +39.9% | +9.4% | +30.5% | +33.5% |
| 3Y | +155.2% | +44.6% | +110.7% | +112.9% |
| 5Y | +264.7% | +37.9% | +226.7% | +215.6% |
| All | +1,451.6% | +33.1% | +1,418.5% | +1,089.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling