+22.2%
EME vs KIM
+9.2%
+13.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +3.5% | -1.7% | +5.3% | +3.3% |
| 30D | -6.3% | -3.0% | -3.4% | -6.6% |
| 3M | -3.8% | -8.9% | +5.1% | -4.8% |
| 6M | +8.5% | +2.4% | +6.1% | +5.9% |
| YTD | +27.8% | +18.3% | +9.5% | +23.5% |
| 1Y | +22.2% | +8.2% | +14.0% | +24.4% |
| All | +22.2% | +9.2% | +13.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling