+37.2%
IBB vs KIM
+31.1%
+6.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -1.8% | +4.1% | -5.9% | -3.4% |
| 30D | +5.1% | +16.8% | -11.7% | -1.4% |
| 3M | +10.7% | +5.7% | +5.0% | +8.1% |
| 6M | +22.9% | +9.7% | +13.2% | +17.8% |
| YTD | +26.7% | +30.2% | -3.5% | +12.7% |
| 1Y | +35.1% | +32.1% | +3.0% | +19.4% |
| 3Y | +80.2% | +58.6% | +21.6% | +45.1% |
| All | +37.2% | +31.1% | +6.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling