+1,249.5%
XPO vs KIM
+63.6%
+1,185.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +9.0% | +0.1% | +8.8% | +8.9% |
| 30D | +4.2% | +14.1% | -9.9% | -2.4% |
| 3M | -8.7% | +6.0% | -14.6% | -11.4% |
| 6M | -2.8% | +13.2% | -16.0% | -8.7% |
| YTD | +41.9% | +30.4% | +11.5% | +24.2% |
| 1Y | +42.3% | +31.0% | +11.3% | +24.4% |
| 3Y | +127.3% | +67.6% | +59.6% | +76.7% |
| 5Y | +306.4% | +35.8% | +270.6% | +251.7% |
| All | +1,249.5% | +63.6% | +1,185.9% | +783.4% |
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 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