-0.7%
XRT vs KIM
+37.7%
-38.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.6% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | -5.6% | -1.7% | -3.9% | -4.6% |
| 3M | +2.5% | -0.8% | +3.4% | +2.9% |
| 6M | +3.7% | +4.4% | -0.7% | +0.5% |
| YTD | +1.0% | +21.2% | -20.3% | -11.4% |
| 1Y | -1.2% | +10.5% | -11.7% | -8.1% |
| 3Y | +43.4% | +47.5% | -4.1% | +8.0% |
| 5Y | -0.7% | +37.1% | -37.8% | -20.6% |
| All | -0.7% | +37.7% | -38.5% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling