+166.0%
XPO vs KIM
+47.7%
+118.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -6.2% | -1.7% | -4.5% | -5.2% |
| 3M | -15.4% | -0.8% | -14.6% | -15.1% |
| 6M | +0.7% | +4.4% | -3.7% | -2.2% |
| YTD | +39.8% | +21.2% | +18.6% | +23.0% |
| 1Y | +43.3% | +10.5% | +32.8% | +33.7% |
| 3Y | +166.0% | +47.5% | +118.5% | +117.8% |
| All | +166.0% | +47.7% | +118.3% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling