+1,222.9%
XPO vs KIM
+64.0%
+1,158.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.5% | -1.0% | +1.5% | +1.0% |
| 30D | +4.7% | +14.8% | -10.1% | -2.2% |
| 3M | -7.1% | +8.1% | -15.2% | -10.7% |
| 6M | -6.3% | +11.7% | -17.9% | -11.4% |
| YTD | +39.1% | +30.7% | +8.3% | +21.6% |
| 1Y | +36.7% | +29.7% | +6.9% | +20.1% |
| 3Y | +127.4% | +65.1% | +62.3% | +78.0% |
| 5Y | +315.0% | +34.7% | +280.3% | +260.1% |
| All | +1,222.9% | +64.0% | +1,158.8% | +764.7% |
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