+121.7%
EW vs KIM
+29.1%
+92.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.9% |
| 3M | +1.0% | -0.8% | +1.8% | +1.1% |
| 6M | +6.2% | +4.4% | +1.8% | +4.7% |
| YTD | +1.7% | +21.2% | -19.5% | -3.8% |
| 1Y | +8.1% | +10.5% | -2.4% | +4.8% |
| 3Y | +17.1% | +47.5% | -30.4% | +3.8% |
| 5Y | -29.4% | +37.1% | -66.4% | -36.4% |
| 10Y | +121.7% | +29.5% | +92.2% | +88.9% |
| All | +121.7% | +29.1% | +92.6% | +88.9% |
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