+277.4%
EMR vs KIM
+29.7%
+247.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | +5.9% | -5.3% | +11.2% | +8.0% |
| 6M | +7.3% | +3.9% | +3.4% | +5.4% |
| YTD | +14.6% | +20.3% | -5.7% | +5.8% |
| 1Y | +15.6% | +10.4% | +5.2% | +10.4% |
| 3Y | +60.2% | +46.3% | +13.9% | +35.3% |
| 5Y | +65.8% | +37.6% | +28.3% | +41.4% |
| 10Y | +277.4% | +34.5% | +242.9% | +162.7% |
| All | +277.4% | +29.7% | +247.7% | +162.7% |
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