+162.2%
EFV vs KIM
+63.6%
+98.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +2.9% | +14.1% | -11.2% | -0.9% |
| 3M | -1.4% | +6.0% | -7.4% | -3.1% |
| 6M | +5.5% | +13.2% | -7.7% | +1.6% |
| YTD | +16.1% | +30.4% | -14.3% | +7.3% |
| 1Y | +20.3% | +31.0% | -10.8% | +11.0% |
| 3Y | +90.4% | +67.6% | +22.8% | +62.2% |
| 5Y | +93.5% | +35.8% | +57.7% | +72.6% |
| All | +162.2% | +63.6% | +98.7% | +98.6% |
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