+513.3%
XRT vs KIM
+74.2%
+439.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -4.2% | -4.0% | -0.2% | -2.7% |
| 3M | +5.1% | +0.5% | +4.5% | +4.8% |
| 6M | +2.4% | +3.6% | -1.2% | +0.9% |
| YTD | +3.2% | +20.4% | -17.2% | -4.3% |
| 1Y | +1.5% | +9.7% | -8.2% | -2.4% |
| 3Y | +40.6% | +46.0% | -5.4% | +20.5% |
| 5Y | -1.0% | +34.4% | -35.4% | -12.3% |
| 10Y | +128.4% | +29.3% | +99.1% | +86.2% |
| All | +513.3% | +74.2% | +439.1% | +258.3% |
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