+376.6%
EFA vs KIM
+425.9%
-49.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +14.1% | -12.7% | -2.6% |
| 3M | -4.2% | +6.0% | -10.2% | -5.9% |
| 6M | +1.9% | +13.2% | -11.3% | -2.1% |
| YTD | +10.2% | +30.4% | -20.2% | +1.3% |
| 1Y | +12.8% | +31.0% | -18.3% | +3.5% |
| 3Y | +65.2% | +67.6% | -2.4% | +39.1% |
| 5Y | +49.8% | +35.8% | +14.1% | +32.7% |
| 10Y | +145.2% | +63.7% | +81.5% | +86.1% |
| All | +376.6% | +425.9% | -49.3% | +81.4% |
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