+877.5%
EME vs KIM
+63.6%
+813.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +8.4% | +0.1% | +8.2% | +8.3% |
| 30D | -11.5% | +14.1% | -25.6% | -16.1% |
| 3M | -20.6% | +6.0% | -26.6% | -22.6% |
| 6M | -28.5% | +13.2% | -41.7% | -32.4% |
| YTD | +8.0% | +30.4% | -22.4% | -3.7% |
| 1Y | +6.8% | +31.0% | -24.3% | -5.1% |
| 3Y | +213.9% | +67.6% | +146.3% | +148.6% |
| 5Y | +414.8% | +35.8% | +379.0% | +336.3% |
| All | +877.5% | +63.6% | +813.9% | +597.7% |
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