+154.5%
EWT vs KIM
+37.3%
+117.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | -1.0% | +3.1% | +2.4% |
| 30D | +9.4% | -1.1% | +10.5% | +9.7% |
| 3M | +10.9% | -5.3% | +16.2% | +12.2% |
| 6M | +57.9% | +3.9% | +54.0% | +55.3% |
| YTD | +75.9% | +20.3% | +55.6% | +65.3% |
| 1Y | +89.7% | +10.4% | +79.3% | +82.8% |
| 3Y | +200.9% | +46.3% | +154.6% | +161.4% |
| 5Y | +154.5% | +37.6% | +116.9% | +129.1% |
| All | +154.5% | +37.3% | +117.2% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling