+67.0%
EWZ vs KIM
+63.9%
+3.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -25.5% | +14.8% | -40.3% | -29.5% |
| 3M | -4.5% | +8.1% | -12.7% | -7.6% |
| 6M | -15.3% | +11.7% | -27.0% | -19.2% |
| YTD | +3.1% | +30.7% | -27.7% | -7.7% |
| 1Y | +1.2% | +29.7% | -28.5% | -9.1% |
| 3Y | +19.3% | +65.1% | -45.8% | -4.5% |
| 5Y | +52.3% | +34.7% | +17.6% | +29.3% |
| 10Y | +67.0% | +64.1% | +2.9% | +13.9% |
| All | +67.0% | +63.9% | +3.2% | +13.9% |
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 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