+590.1%
EWT vs KIM
+523.7%
+66.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | +1.6% | -0.3% | +2.0% | +1.7% |
| 30D | +8.2% | -1.7% | +9.9% | +8.7% |
| 3M | +11.1% | -0.8% | +11.9% | +11.0% |
| 6M | +60.4% | +4.4% | +56.0% | +57.9% |
| YTD | +75.6% | +21.2% | +54.3% | +65.4% |
| 1Y | +91.3% | +10.5% | +80.8% | +84.9% |
| 3Y | +200.3% | +47.5% | +152.8% | +163.9% |
| 5Y | +156.4% | +37.1% | +119.3% | +126.8% |
| 10Y | +495.8% | +29.5% | +466.3% | +388.7% |
| All | +590.1% | +523.7% | +66.4% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling