+8.0%
EMB vs KIM
+39.0%
-31.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | +2.8% | -2.3% | 0.0% |
| 30D | +0.9% | +15.9% | -15.0% | -1.9% |
| 3M | -2.1% | +7.8% | -9.9% | -3.5% |
| 6M | -2.2% | +11.9% | -14.1% | -4.4% |
| YTD | -0.6% | +31.0% | -31.6% | -5.9% |
| 1Y | +0.2% | +32.3% | -32.1% | -5.3% |
| 3Y | +29.5% | +65.5% | -35.9% | +15.4% |
| 5Y | +8.0% | +37.2% | -29.2% | -0.9% |
| All | +8.0% | +39.0% | -31.0% | -0.9% |
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