+60,787.5%
EME vs KIM
+1,382.7%
+59,404.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | -8.3% | -4.0% | -4.3% | -6.6% |
| 3M | -10.7% | +0.5% | -11.3% | -11.5% |
| 6M | +1.9% | +3.6% | -1.7% | -0.4% |
| YTD | +23.5% | +20.4% | +3.0% | +12.5% |
| 1Y | +18.0% | +9.7% | +8.3% | +11.9% |
| 3Y | +236.1% | +46.0% | +190.1% | +175.0% |
| 5Y | +527.9% | +34.4% | +493.4% | +422.4% |
| 10Y | +1,252.8% | +29.3% | +1,223.5% | +925.7% |
| All | +60,787.5% | +1,382.7% | +59,404.8% | +22,813.3% |
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