+7,328.4%
EW vs KIM
+679.7%
+6,648.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | +4.1% | +6.9% | +10.1% |
| 30D | +19.1% | +16.8% | +2.3% | +15.4% |
| 3M | +14.4% | +5.7% | +8.7% | +13.0% |
| 6M | +22.8% | +9.7% | +13.1% | +20.3% |
| YTD | +19.8% | +30.2% | -10.4% | +13.3% |
| 1Y | +23.9% | +32.1% | -8.2% | +16.8% |
| 3Y | +52.2% | +58.6% | -6.4% | +37.5% |
| 5Y | -13.9% | +31.2% | -45.1% | -19.7% |
| 10Y | +241.9% | +66.7% | +175.2% | +186.4% |
| All | +7,328.4% | +679.7% | +6,648.7% | +3,485.6% |
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