+10,435.1%
XPO vs KIM
+224.4%
+10,210.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.7% | -1.7% | -3.9% | -5.2% |
| 30D | -12.8% | -3.0% | -9.8% | -12.2% |
| 3M | -20.0% | -8.9% | -11.1% | -18.1% |
| 6M | -6.0% | +2.4% | -8.4% | -6.6% |
| YTD | +34.0% | +18.3% | +15.7% | +28.3% |
| 1Y | +35.6% | +8.2% | +27.4% | +32.8% |
| 3Y | +152.3% | +44.0% | +108.3% | +130.7% |
| 5Y | +264.4% | +37.3% | +227.0% | +240.7% |
| 10Y | +1,498.6% | +32.3% | +1,466.3% | +1,311.0% |
| All | +10,435.1% | +224.4% | +10,210.7% | +7,817.0% |
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