+95.6%
EFV vs KIM
+37.3%
+58.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -0.5% | -1.0% | +0.4% | -0.2% |
| 30D | 0.0% | -1.1% | +1.1% | +0.3% |
| 3M | +8.4% | -5.3% | +13.7% | +10.2% |
| 6M | +12.3% | +3.9% | +8.4% | +10.6% |
| YTD | +17.4% | +20.3% | -2.9% | +9.9% |
| 1Y | +27.1% | +10.4% | +16.7% | +22.4% |
| 3Y | +90.7% | +46.3% | +44.4% | +63.9% |
| 5Y | +95.6% | +37.6% | +58.0% | +70.9% |
| All | +95.6% | +37.3% | +58.3% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling