+541.7%
IBB vs KIM
+485.0%
+56.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +10.5% | -4.0% | +14.5% | +11.5% |
| 3M | +23.6% | +0.5% | +23.1% | +23.3% |
| 6M | +22.6% | +3.6% | +19.0% | +21.4% |
| YTD | +25.7% | +20.4% | +5.2% | +19.9% |
| 1Y | +51.4% | +9.7% | +41.7% | +47.6% |
| 3Y | +64.4% | +46.0% | +18.4% | +49.0% |
| 5Y | +22.1% | +34.4% | -12.3% | +12.0% |
| 10Y | +132.5% | +29.3% | +103.2% | +99.4% |
| All | +541.7% | +485.0% | +56.7% | +80.5% |
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