+46.6%
EEM vs KIM
+37.3%
+9.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.0% | -1.0% | +2.9% | +2.2% |
| 30D | +5.1% | -1.1% | +6.2% | +5.4% |
| 3M | +4.6% | -5.3% | +9.9% | +5.8% |
| 6M | +17.8% | +3.9% | +13.8% | +16.0% |
| YTD | +25.8% | +20.3% | +5.5% | +18.8% |
| 1Y | +36.4% | +10.4% | +26.0% | +31.8% |
| 3Y | +90.0% | +46.3% | +43.7% | +66.0% |
| 5Y | +46.6% | +37.6% | +9.0% | +31.5% |
| All | +46.6% | +37.3% | +9.2% | +31.5% |
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