+489.9%
EAT vs KIM
+57.8%
+432.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.6% |
| 7D | -2.6% | +4.1% | -6.7% | -4.8% |
| 30D | +11.5% | +16.8% | -5.3% | +1.8% |
| 3M | -9.1% | +5.7% | -14.8% | -12.0% |
| 6M | +40.4% | +9.7% | +30.7% | +32.8% |
| YTD | +43.9% | +30.2% | +13.7% | +22.8% |
| 1Y | +101.9% | +32.1% | +69.8% | +70.3% |
| 3Y | +489.9% | +58.6% | +431.3% | +340.1% |
| All | +489.9% | +57.8% | +432.0% | +340.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling