+69.3%
EAT vs KIM
+30.6%
+38.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -2.9% | +14.1% | -17.0% | -7.9% |
| 3M | -16.9% | +6.0% | -22.9% | -18.8% |
| 6M | +57.0% | +13.2% | +43.7% | +50.1% |
| YTD | +38.2% | +30.4% | +7.8% | +35.4% |
| 1Y | +69.3% | +31.0% | +38.2% | +65.7% |
| All | +69.3% | +30.6% | +38.7% | +65.7% |
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