+43.6%
EWZ vs KIM
+64.5%
-20.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.5% | +4.1% | -5.6% | -3.0% |
| 30D | -24.5% | +16.8% | -41.3% | -29.0% |
| 3M | -10.7% | +5.7% | -16.4% | -12.8% |
| 6M | -19.1% | +9.7% | -28.8% | -22.3% |
| YTD | +1.6% | +30.2% | -28.6% | -8.8% |
| 1Y | +4.3% | +32.1% | -27.8% | -7.0% |
| 3Y | +19.0% | +58.6% | -39.6% | -3.2% |
| 5Y | +57.7% | +31.2% | +26.5% | +35.3% |
| All | +43.6% | +64.5% | -20.9% | -2.8% |
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