+382.0%
EAT vs KIM
+29.1%
+352.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -1.2% | -1.7% | +0.5% | +0.1% |
| 3M | +52.2% | -0.8% | +53.1% | +52.8% |
| 6M | +65.0% | +4.4% | +60.6% | +59.5% |
| YTD | +55.0% | +21.2% | +33.8% | +33.2% |
| 1Y | +42.1% | +10.5% | +31.5% | +30.6% |
| 3Y | +614.7% | +47.5% | +567.2% | +415.2% |
| 5Y | +322.7% | +37.1% | +285.7% | +219.0% |
| 10Y | +382.0% | +29.5% | +352.6% | +179.9% |
| All | +382.0% | +29.1% | +352.9% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling