+83.1%
EAT vs KIM
+31.2%
+51.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -5.9% | +2.8% | -8.7% | -6.8% |
| 30D | +0.7% | +15.9% | -15.2% | -4.7% |
| 3M | -14.2% | +7.8% | -22.0% | -16.5% |
| 6M | +40.7% | +11.9% | +28.8% | +35.8% |
| YTD | +36.0% | +31.0% | +4.9% | +36.4% |
| 1Y | +83.1% | +32.3% | +50.7% | +84.3% |
| All | +83.1% | +31.2% | +51.8% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling