+327.8%
VWO vs KIM
+145.1%
+182.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +1.3% | -1.7% | +3.0% | +1.8% |
| 3M | +5.1% | -0.8% | +5.9% | +5.1% |
| 6M | +12.5% | +4.4% | +8.1% | +10.5% |
| YTD | +14.0% | +21.2% | -7.2% | +6.1% |
| 1Y | +19.7% | +10.5% | +9.2% | +14.9% |
| 3Y | +66.8% | +47.5% | +19.3% | +42.1% |
| 5Y | +36.2% | +37.1% | -0.9% | +16.5% |
| 10Y | +111.0% | +29.5% | +81.5% | +63.8% |
| All | +327.8% | +145.1% | +182.7% | +113.5% |
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