+30.2%
EFV vs KIM
+10.4%
+19.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +1.7% | -4.0% | +5.7% | +2.6% |
| 3M | +8.6% | +0.5% | +8.1% | +7.9% |
| 6M | +11.7% | +3.6% | +8.1% | +9.8% |
| YTD | +19.3% | +20.4% | -1.2% | +13.5% |
| 1Y | +30.2% | +9.7% | +20.5% | +25.4% |
| All | +30.2% | +10.4% | +19.8% | +25.4% |
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 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