+854.3%
EEM vs KIM
+297.2%
+557.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +4.5% | -4.0% | +8.5% | +6.1% |
| 3M | -0.1% | +0.5% | -0.6% | -0.7% |
| 6M | +16.9% | +3.6% | +13.3% | +14.9% |
| YTD | +26.2% | +20.4% | +5.8% | +17.2% |
| 1Y | +40.5% | +9.7% | +30.8% | +34.7% |
| 3Y | +86.2% | +46.0% | +40.2% | +57.5% |
| 5Y | +45.5% | +34.4% | +11.0% | +24.1% |
| 10Y | +128.6% | +29.3% | +99.3% | +74.7% |
| All | +854.3% | +297.2% | +557.1% | +334.9% |
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