+546.9%
IBB vs KIM
+532.6%
+14.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -1.8% | +4.1% | -5.9% | -2.8% |
| 30D | +5.1% | +16.8% | -11.7% | +1.2% |
| 3M | +10.7% | +5.7% | +5.0% | +9.2% |
| 6M | +22.9% | +9.7% | +13.2% | +19.9% |
| YTD | +26.7% | +30.2% | -3.5% | +18.6% |
| 1Y | +35.1% | +32.1% | +3.0% | +26.0% |
| 3Y | +80.2% | +58.6% | +21.6% | +60.2% |
| 5Y | +37.8% | +31.2% | +6.7% | +27.0% |
| 10Y | +161.2% | +66.7% | +94.5% | +110.3% |
| All | +546.9% | +532.6% | +14.3% | +78.5% |
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