+121.9%
EEM vs KIM
+63.0%
+58.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | -7.0% | +13.4% | -20.4% | -9.7% |
| 3M | -8.0% | +6.5% | -14.5% | -9.4% |
| 6M | -6.6% | +10.6% | -17.2% | -9.1% |
| YTD | +12.3% | +29.9% | -17.6% | +5.2% |
| 1Y | +12.2% | +29.6% | -17.4% | +5.0% |
| 3Y | +71.2% | +64.1% | +7.2% | +50.2% |
| 5Y | +32.2% | +35.3% | -3.0% | +20.0% |
| All | +121.9% | +63.0% | +58.9% | +81.8% |
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