+321.5%
EAT vs KIM
+64.9%
+256.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -5.9% | +2.8% | -8.7% | -7.7% |
| 30D | +0.7% | +15.9% | -15.2% | -10.1% |
| 3M | -14.2% | +7.8% | -22.0% | -19.1% |
| 6M | +40.7% | +11.9% | +28.8% | +28.7% |
| YTD | +36.0% | +31.0% | +4.9% | +9.8% |
| 1Y | +83.1% | +32.3% | +50.7% | +46.3% |
| 3Y | +474.8% | +65.5% | +409.3% | +279.0% |
| 5Y | +347.6% | +37.2% | +310.4% | +238.9% |
| 10Y | +321.5% | +63.9% | +257.6% | +113.5% |
| All | +321.5% | +64.9% | +256.6% | +113.5% |
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