+258.3%
EFV vs KIM
+95.9%
+162.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +1.7% | -4.0% | +5.7% | +3.0% |
| 3M | +8.6% | +0.5% | +8.1% | +8.2% |
| 6M | +11.7% | +3.6% | +8.1% | +10.2% |
| YTD | +19.3% | +20.4% | -1.2% | +12.1% |
| 1Y | +30.2% | +9.7% | +20.5% | +25.9% |
| 3Y | +91.6% | +46.0% | +45.6% | +67.0% |
| 5Y | +96.4% | +34.4% | +61.9% | +73.0% |
| 10Y | +166.5% | +29.3% | +137.2% | +116.5% |
| All | +258.3% | +95.9% | +162.5% | +109.8% |
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