+1,236.8%
EWY vs KIM
+536.6%
+700.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +11.7% | -4.0% | +15.6% | +13.3% |
| 3M | -7.4% | +0.5% | -7.9% | -8.3% |
| 6M | +40.6% | +3.6% | +36.9% | +37.9% |
| YTD | +94.3% | +20.4% | +73.8% | +80.0% |
| 1Y | +164.3% | +9.7% | +154.6% | +152.9% |
| 3Y | +221.0% | +46.0% | +175.0% | +171.8% |
| 5Y | +139.1% | +34.4% | +104.7% | +105.2% |
| 10Y | +298.8% | +29.3% | +269.5% | +209.6% |
| All | +1,236.8% | +536.6% | +700.2% | +248.2% |
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