+241.5%
EME vs KIM
+45.1%
+196.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +2.7% | -1.0% | +3.7% | +3.0% |
| 30D | -6.8% | -1.1% | -5.7% | -6.5% |
| 3M | -8.8% | -5.3% | -3.5% | -7.9% |
| 6M | +5.0% | +3.9% | +1.1% | +2.9% |
| YTD | +23.5% | +20.3% | +3.2% | +15.1% |
| 1Y | +21.3% | +10.4% | +10.9% | +16.5% |
| All | +241.5% | +45.1% | +196.4% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling