+127.9%
EMB vs KIM
+78.2%
+49.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | +1.5% | +14.8% | -13.3% | +0.6% |
| 3M | -1.6% | +8.1% | -9.7% | -2.1% |
| 6M | -1.5% | +11.7% | -13.2% | -2.2% |
| YTD | -0.1% | +30.7% | -30.8% | -1.8% |
| 1Y | +0.5% | +29.7% | -29.2% | -1.2% |
| 3Y | +30.2% | +65.1% | -34.9% | +25.8% |
| 5Y | +8.6% | +34.7% | -26.1% | +5.8% |
| 10Y | +36.9% | +64.1% | -27.2% | +28.6% |
| All | +127.9% | +78.2% | +49.7% | +107.1% |
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