+69.8%
EWJ vs KIM
+45.1%
+24.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +7.2% | -5.3% | +12.6% | +8.5% |
| 6M | +13.9% | +3.9% | +10.0% | +12.1% |
| YTD | +20.8% | +20.3% | +0.5% | +14.0% |
| 1Y | +26.4% | +10.4% | +15.9% | +22.1% |
| All | +69.8% | +45.1% | +24.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling