+40.5%
IBB vs KIM
+34.6%
+5.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +4.6% | +14.1% | -9.6% | -1.0% |
| 3M | +6.8% | +6.0% | +0.8% | +4.2% |
| 6M | +23.1% | +13.2% | +9.9% | +16.5% |
| YTD | +26.0% | +30.4% | -4.4% | +12.0% |
| 1Y | +30.4% | +31.0% | -0.7% | +15.6% |
| 3Y | +85.4% | +67.6% | +17.8% | +45.6% |
| All | +40.5% | +34.6% | +5.9% | +20.1% |
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 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