+66.5%
EWZ vs KIM
+63.6%
+2.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -24.4% | +14.1% | -38.5% | -28.2% |
| 3M | -4.6% | +6.0% | -10.6% | -6.9% |
| 6M | -11.6% | +13.2% | -24.8% | -16.1% |
| YTD | +2.4% | +30.4% | -28.0% | -8.2% |
| 1Y | +2.1% | +31.0% | -29.0% | -8.7% |
| 3Y | +18.7% | +67.6% | -48.9% | -5.5% |
| 5Y | +54.2% | +35.8% | +18.4% | +30.5% |
| All | +66.5% | +63.6% | +2.9% | +16.0% |
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