+226.4%
EWY vs KIM
+45.1%
+181.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +6.7% | -1.0% | +7.6% | +6.9% |
| 30D | +17.0% | -1.1% | +18.0% | +17.2% |
| 3M | +3.7% | -5.3% | +9.0% | +4.5% |
| 6M | +42.5% | +3.9% | +38.6% | +39.7% |
| YTD | +96.2% | +20.3% | +76.0% | +84.6% |
| 1Y | +160.4% | +10.4% | +149.9% | +150.9% |
| All | +226.4% | +45.1% | +181.3% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling