+140.8%
IEMG vs KIM
+32.5%
+108.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | +1.9% | -3.0% | +4.9% | +2.6% |
| 3M | +1.4% | -8.9% | +10.3% | +3.4% |
| 6M | +15.2% | +2.4% | +12.8% | +14.2% |
| YTD | +23.8% | +18.3% | +5.5% | +18.6% |
| 1Y | +30.7% | +8.2% | +22.5% | +27.7% |
| 3Y | +83.3% | +44.0% | +39.2% | +65.6% |
| 5Y | +48.8% | +37.3% | +11.4% | +34.6% |
| All | +140.8% | +32.5% | +108.3% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling