+137.1%
IBB vs KIM
+65.6%
+71.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +2.7% | +2.8% | -0.1% | +2.1% |
| 30D | +6.3% | +16.3% | -10.0% | +3.0% |
| 3M | +11.1% | +6.6% | +4.4% | +9.5% |
| 6M | +29.2% | +12.3% | +16.9% | +25.9% |
| YTD | +30.2% | +31.6% | -1.3% | +22.6% |
| 1Y | +39.5% | +31.5% | +8.0% | +31.3% |
| 3Y | +92.3% | +68.0% | +24.3% | +72.1% |
| 5Y | +43.0% | +38.7% | +4.3% | +31.7% |
| 10Y | +137.1% | +65.7% | +71.4% | +96.0% |
| All | +137.1% | +65.6% | +71.5% | +96.0% |
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