+131.7%
EMB vs KIM
+64.2%
+67.5%
-34.7%
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 | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -0.3% | -4.0% | +3.7% | 0.0% |
| 3M | -0.4% | +0.5% | -1.0% | -0.5% |
| 6M | +0.1% | +3.6% | -3.5% | -0.1% |
| YTD | +1.6% | +20.4% | -18.8% | +0.3% |
| 1Y | +5.6% | +9.7% | -4.1% | +4.9% |
| 3Y | +29.8% | +46.0% | -16.2% | +26.4% |
| 5Y | +7.3% | +34.4% | -27.2% | +4.6% |
| 10Y | +30.4% | +29.3% | +1.1% | +23.7% |
| All | +131.7% | +64.2% | +67.5% | +111.6% |
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