+32.2%
EEM vs KIM
+34.6%
-2.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -5.4% | +14.1% | -19.5% | -8.7% |
| 3M | -8.6% | +6.0% | -14.6% | -10.1% |
| 6M | -8.9% | +13.2% | -22.1% | -12.4% |
| YTD | +11.9% | +30.4% | -18.4% | +3.1% |
| 1Y | +13.1% | +31.0% | -18.0% | +3.9% |
| 3Y | +70.7% | +67.6% | +3.0% | +42.3% |
| All | +32.2% | +34.6% | -2.4% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling