+910.6%
EWY vs KIM
+589.2%
+321.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +14.1% | -24.8% | -15.1% |
| 3M | -20.1% | +6.0% | -26.1% | -22.0% |
| 6M | -24.3% | +13.2% | -37.5% | -28.4% |
| YTD | +46.9% | +30.4% | +16.5% | +31.8% |
| 1Y | +55.2% | +31.0% | +24.2% | +38.9% |
| 3Y | +157.0% | +67.6% | +89.3% | +106.7% |
| 5Y | +98.9% | +35.8% | +63.1% | +70.1% |
| 10Y | +226.3% | +63.7% | +162.6% | +130.5% |
| All | +910.6% | +589.2% | +321.4% | +154.9% |
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 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