+62.4%
EWY vs KIM
+33.1%
+29.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -0.7% |
| 7D | -8.3% | +10.6% | -18.9% | -5.1% |
| 30D | -20.5% | +17.5% | -38.0% | -16.5% |
| 3M | -11.1% | +4.7% | -15.8% | -8.7% |
| 6M | -7.0% | +13.1% | -20.1% | -6.6% |
| YTD | +56.5% | +32.1% | +24.4% | +60.1% |
| 1Y | +62.4% | +32.7% | +29.8% | +66.1% |
| All | +62.4% | +33.1% | +29.3% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling