+65.1%
EWJ vs KIM
+65.0%
+0.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.6% | -0.7% | +4.3% | +3.8% |
| 30D | -6.0% | +13.4% | -19.4% | -8.8% |
| 3M | -6.5% | +6.5% | -13.0% | -7.9% |
| 6M | -0.1% | +10.6% | -10.7% | -3.1% |
| YTD | +13.9% | +29.9% | -16.0% | +5.4% |
| 1Y | +13.1% | +29.6% | -16.4% | +4.7% |
| All | +65.1% | +65.0% | +0.1% | +43.2% |
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