+204.4%
IEFA vs KIM
+143.4%
+61.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.1% | +14.1% | -13.0% | -2.6% |
| 3M | -4.3% | +6.0% | -10.3% | -5.9% |
| 6M | +1.4% | +13.2% | -11.9% | -2.3% |
| YTD | +10.1% | +30.4% | -20.3% | +2.0% |
| 1Y | +12.9% | +31.0% | -18.1% | +4.4% |
| 3Y | +65.8% | +67.6% | -1.8% | +41.8% |
| 5Y | +47.7% | +35.8% | +11.9% | +32.3% |
| 10Y | +146.8% | +63.7% | +83.1% | +101.1% |
| All | +204.4% | +143.4% | +61.0% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling