+551.0%
XRT vs KIM
+90.3%
+460.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.3% |
| 7D | +2.5% | +2.8% | -0.4% | +1.4% |
| 30D | +10.3% | +16.3% | -6.0% | +4.1% |
| 3M | +2.4% | +6.6% | -4.3% | -0.1% |
| 6M | +10.0% | +12.3% | -2.3% | +5.1% |
| YTD | +9.5% | +31.6% | -22.0% | -1.8% |
| 1Y | +17.2% | +31.5% | -14.3% | +5.1% |
| 3Y | +62.0% | +68.0% | -6.0% | +31.8% |
| 5Y | -2.1% | +38.7% | -40.8% | -14.3% |
| 10Y | +152.6% | +65.7% | +86.8% | +88.0% |
| All | +551.0% | +90.3% | +460.8% | +267.6% |
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 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