+290.8%
EWY vs KIM
+33.1%
+257.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +1.2% | -1.5% | +2.7% | +1.7% |
| 30D | +9.3% | -1.7% | +11.0% | +9.8% |
| 3M | +2.4% | -7.1% | +9.6% | +4.1% |
| 6M | +40.3% | +2.9% | +37.4% | +38.4% |
| YTD | +88.0% | +18.8% | +69.2% | +77.9% |
| 1Y | +143.8% | +9.4% | +134.4% | +135.8% |
| 3Y | +217.8% | +44.6% | +173.2% | +180.4% |
| 5Y | +142.7% | +37.9% | +104.8% | +115.2% |
| All | +290.8% | +33.1% | +257.7% | +226.8% |
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