+121.6%
IBB vs KIM
+29.1%
+92.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.3% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | +4.9% | -1.7% | +6.6% | +5.2% |
| 3M | +24.2% | -0.8% | +25.0% | +24.3% |
| 6M | +23.8% | +4.4% | +19.4% | +22.6% |
| YTD | +23.0% | +21.2% | +1.7% | +17.8% |
| 1Y | +46.2% | +10.5% | +35.6% | +42.7% |
| 3Y | +64.8% | +47.5% | +17.3% | +51.3% |
| 5Y | +20.9% | +37.1% | -16.2% | +12.1% |
| 10Y | +121.6% | +29.5% | +92.1% | +105.6% |
| All | +121.6% | +29.1% | +92.5% | +105.6% |
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