+33.7%
EWZ vs KIM
+9.7%
+24.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +4.8% | -4.0% | +8.8% | +5.8% |
| 3M | +9.9% | +0.5% | +9.3% | +9.3% |
| 6M | +1.9% | +3.6% | -1.7% | +0.2% |
| YTD | +20.3% | +20.4% | -0.1% | +16.9% |
| All | +33.7% | +9.7% | +24.0% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling