+217.5%
IEFA vs KIM
+124.8%
+92.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.0% | -4.0% | +5.0% | +2.1% |
| 3M | +4.7% | +0.5% | +4.2% | +4.3% |
| 6M | +8.6% | +3.6% | +5.0% | +7.3% |
| YTD | +14.8% | +20.4% | -5.6% | +8.8% |
| 1Y | +22.6% | +9.7% | +12.9% | +19.0% |
| 3Y | +67.0% | +46.0% | +21.0% | +48.2% |
| 5Y | +52.3% | +34.4% | +17.8% | +36.8% |
| 10Y | +147.3% | +29.3% | +118.0% | +119.8% |
| All | +217.5% | +124.8% | +92.7% | +116.2% |
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 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