+18.2%
EFA vs KIM
+9.2%
+9.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -1.7% | +0.2% | -1.2% |
| 30D | -1.7% | -3.0% | +1.3% | -1.1% |
| 3M | +3.5% | -8.9% | +12.4% | +5.3% |
| 6M | +9.5% | +2.4% | +7.1% | +7.7% |
| YTD | +12.9% | +18.3% | -5.5% | +7.9% |
| 1Y | +18.2% | +8.2% | +10.0% | +15.1% |
| All | +18.2% | +9.2% | +9.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling