+136.7%
EWJ vs KIM
+33.1%
+103.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +0.2% | -1.7% | +1.9% | +0.5% |
| 3M | +8.6% | -7.1% | +15.7% | +10.1% |
| 6M | +12.1% | +2.9% | +9.3% | +11.2% |
| YTD | +20.1% | +18.8% | +1.2% | +15.4% |
| 1Y | +25.2% | +9.4% | +15.8% | +22.3% |
| 3Y | +70.8% | +44.6% | +26.2% | +56.1% |
| 5Y | +49.2% | +37.9% | +11.2% | +36.6% |
| All | +136.7% | +33.1% | +103.6% | +104.4% |
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