+513.6%
EWT vs KIM
+32.5%
+481.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | +4.5% | -3.0% | +7.4% | +5.1% |
| 3M | +8.3% | -8.9% | +17.1% | +10.2% |
| 6M | +54.2% | +2.4% | +51.9% | +53.0% |
| YTD | +74.6% | +18.3% | +56.2% | +67.7% |
| 1Y | +84.9% | +8.2% | +76.7% | +81.0% |
| 3Y | +197.5% | +44.0% | +153.5% | +171.5% |
| 5Y | +150.6% | +37.3% | +113.2% | +129.4% |
| All | +513.6% | +32.5% | +481.1% | +452.0% |
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