+7,595.3%
EW vs KIM
+682.7%
+6,912.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +6.5% | -1.0% | +7.5% | +6.7% |
| 30D | +22.5% | +14.8% | +7.7% | +19.2% |
| 3M | +13.0% | +8.1% | +4.8% | +11.2% |
| 6M | +37.1% | +11.7% | +25.5% | +33.9% |
| YTD | +24.1% | +30.7% | -6.6% | +17.3% |
| 1Y | +24.2% | +29.7% | -5.5% | +17.6% |
| 3Y | +64.8% | +65.1% | -0.3% | +47.7% |
| 5Y | -7.4% | +34.7% | -42.1% | -14.0% |
| 10Y | +248.8% | +64.1% | +184.7% | +193.0% |
| All | +7,595.3% | +682.7% | +6,912.5% | +3,611.7% |
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 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