+52.3%
EWZ vs KIM
+36.8%
+15.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | -25.5% | +14.8% | -40.3% | -28.8% |
| 3M | -4.5% | +8.1% | -12.7% | -7.0% |
| 6M | -15.3% | +11.7% | -27.0% | -18.5% |
| YTD | +3.1% | +30.7% | -27.7% | -6.0% |
| 1Y | +1.2% | +29.7% | -28.5% | -7.5% |
| 3Y | +19.3% | +65.1% | -45.8% | -1.9% |
| 5Y | +52.3% | +34.7% | +17.6% | +33.6% |
| All | +52.3% | +36.8% | +15.5% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling