+225.0%
EQH vs KIM
+138.9%
+86.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +0.7% | -1.7% | +2.5% | +1.8% |
| 30D | +2.8% | -3.0% | +5.8% | +4.6% |
| 3M | +23.1% | -8.9% | +32.0% | +29.6% |
| 6M | +41.4% | +2.4% | +39.0% | +38.4% |
| YTD | +14.3% | +18.3% | -4.1% | +2.0% |
| 1Y | +1.6% | +8.2% | -6.6% | -4.3% |
| 3Y | +102.7% | +44.0% | +58.7% | +57.7% |
| 5Y | +104.5% | +37.3% | +67.2% | +62.5% |
| All | +225.0% | +138.9% | +86.1% | +94.8% |
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