+215.7%
IEFA vs KIM
+126.3%
+89.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -0.6% | -1.7% | +1.1% | -0.1% |
| 3M | +6.2% | -0.8% | +7.0% | +6.2% |
| 6M | +11.2% | +4.4% | +6.8% | +9.6% |
| YTD | +14.2% | +21.2% | -7.1% | +7.9% |
| 1Y | +20.0% | +10.5% | +9.5% | +16.3% |
| 3Y | +68.8% | +47.5% | +21.3% | +49.4% |
| 5Y | +52.7% | +37.1% | +15.6% | +36.5% |
| 10Y | +144.2% | +29.5% | +114.7% | +117.1% |
| All | +215.7% | +126.3% | +89.3% | +114.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling