+247.9%
EFV vs KIM
+112.6%
+135.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | +3.1% | +14.8% | -11.7% | -1.3% |
| 3M | -1.2% | +8.1% | -9.4% | -3.7% |
| 6M | +5.6% | +11.7% | -6.0% | +1.7% |
| YTD | +15.8% | +30.7% | -14.9% | +6.0% |
| 1Y | +20.0% | +29.7% | -9.7% | +10.1% |
| 3Y | +91.0% | +65.1% | +25.9% | +60.3% |
| 5Y | +93.7% | +34.7% | +59.0% | +70.8% |
| 10Y | +160.9% | +64.1% | +96.8% | +96.3% |
| All | +247.9% | +112.6% | +135.3% | +98.4% |
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