+3,054.5%
EMR vs KIM
+3,058.9%
-4.5%
-56.1%
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 | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -5.6% | -4.0% | -1.6% | -4.3% |
| 3M | +7.9% | +0.5% | +7.4% | +7.4% |
| 6M | +6.0% | +3.6% | +2.4% | +4.5% |
| YTD | +16.4% | +20.4% | -4.0% | +8.8% |
| 1Y | +16.6% | +9.7% | +6.9% | +12.4% |
| 3Y | +62.9% | +46.0% | +16.9% | +41.2% |
| 5Y | +60.1% | +34.4% | +25.7% | +41.1% |
| 10Y | +268.7% | +29.3% | +239.4% | +202.6% |
| All | +3,054.5% | +3,058.9% | -4.5% | +917.5% |
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