+35.3%
EMB vs KIM
+64.9%
-29.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.5% | +2.8% | -2.3% | +0.1% |
| 30D | +0.9% | +15.9% | -15.0% | -1.1% |
| 3M | -2.1% | +7.8% | -9.9% | -3.1% |
| 6M | -2.2% | +11.9% | -14.1% | -3.8% |
| YTD | -0.6% | +31.0% | -31.6% | -4.2% |
| 1Y | +0.2% | +32.3% | -32.1% | -3.6% |
| 3Y | +29.5% | +65.5% | -35.9% | +20.3% |
| 5Y | +8.0% | +37.2% | -29.2% | +1.9% |
| 10Y | +35.3% | +63.9% | -28.6% | +20.3% |
| All | +35.3% | +64.9% | -29.6% | +20.3% |
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