+125.7%
EEM vs KIM
+33.1%
+92.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | +2.4% | -1.7% | +4.1% | +2.8% |
| 3M | +4.2% | -7.1% | +11.3% | +5.7% |
| 6M | +14.8% | +2.9% | +11.9% | +13.7% |
| YTD | +23.1% | +18.8% | +4.3% | +17.7% |
| 1Y | +32.5% | +9.4% | +23.1% | +29.1% |
| 3Y | +85.9% | +44.6% | +41.3% | +67.7% |
| 5Y | +43.6% | +37.9% | +5.6% | +29.7% |
| All | +125.7% | +33.1% | +92.6% | +96.2% |
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 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