+549.2%
EME vs KIM
+37.3%
+511.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +2.7% | -1.0% | +3.7% | +3.1% |
| 30D | -6.8% | -1.1% | -5.7% | -6.4% |
| 3M | -8.8% | -5.3% | -3.5% | -7.4% |
| 6M | +5.0% | +3.9% | +1.1% | +2.6% |
| YTD | +23.5% | +20.3% | +3.2% | +13.5% |
| 1Y | +21.3% | +10.4% | +10.9% | +15.4% |
| 3Y | +241.1% | +46.3% | +194.7% | +180.6% |
| 5Y | +549.2% | +37.6% | +511.6% | +425.7% |
| All | +549.2% | +37.3% | +511.8% | +425.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling