+145.6%
IEMG vs KIM
+126.3%
+19.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +4.6% | -1.7% | +6.3% | +5.1% |
| 3M | +5.5% | -0.8% | +6.3% | +5.4% |
| 6M | +19.7% | +4.4% | +15.3% | +18.0% |
| YTD | +25.5% | +21.2% | +4.3% | +18.9% |
| 1Y | +35.5% | +10.5% | +25.0% | +31.3% |
| 3Y | +88.0% | +47.5% | +40.5% | +66.8% |
| 5Y | +50.6% | +37.1% | +13.5% | +34.5% |
| 10Y | +138.4% | +29.5% | +108.9% | +117.1% |
| All | +145.6% | +126.3% | +19.3% | +66.1% |
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