+142.8%
EFA vs KIM
+32.5%
+110.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -1.7% | -3.0% | +1.3% | -0.9% |
| 3M | +3.5% | -8.9% | +12.4% | +5.8% |
| 6M | +9.5% | +2.4% | +7.1% | +8.6% |
| YTD | +12.9% | +18.3% | -5.5% | +7.8% |
| 1Y | +18.2% | +8.2% | +10.0% | +15.4% |
| 3Y | +64.8% | +44.0% | +20.8% | +48.1% |
| 5Y | +53.9% | +37.3% | +16.5% | +38.8% |
| All | +142.8% | +32.5% | +110.3% | +104.1% |
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