+393.0%
EFA vs KIM
+389.1%
+3.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -0.7% | -1.7% | +1.0% | -0.2% |
| 3M | +6.4% | -0.8% | +7.2% | +6.4% |
| 6M | +11.4% | +4.4% | +7.0% | +9.7% |
| YTD | +14.0% | +21.2% | -7.3% | +7.2% |
| 1Y | +20.2% | +10.5% | +9.7% | +16.1% |
| 3Y | +68.2% | +47.5% | +20.7% | +47.0% |
| 5Y | +54.8% | +37.1% | +17.7% | +36.5% |
| 10Y | +142.4% | +29.5% | +112.9% | +98.0% |
| All | +393.0% | +389.1% | +3.9% | +92.0% |
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 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