+5,495.8%
EAT vs KIM
+3,058.9%
+2,436.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +1.9% | -4.0% | +5.9% | +4.1% |
| 3M | +68.7% | +0.5% | +68.1% | +68.1% |
| 6M | +66.9% | +3.6% | +63.3% | +63.9% |
| YTD | +60.4% | +20.4% | +40.0% | +45.3% |
| 1Y | +44.0% | +9.7% | +34.3% | +36.7% |
| 3Y | +604.7% | +46.0% | +558.7% | +473.1% |
| 5Y | +347.0% | +34.4% | +312.6% | +280.8% |
| 10Y | +390.8% | +29.3% | +361.5% | +313.0% |
| All | +5,495.8% | +3,058.9% | +2,436.9% | +1,750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling