+990.2%
IBKR vs KIM
+32.5%
+957.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | -0.2% | -3.0% | +2.7% | +0.5% |
| 3M | +3.0% | -8.9% | +11.8% | +5.3% |
| 6M | +33.9% | +2.4% | +31.5% | +32.4% |
| YTD | +42.5% | +18.3% | +24.2% | +35.0% |
| 1Y | +44.9% | +8.2% | +36.7% | +40.6% |
| 3Y | +293.0% | +44.0% | +249.0% | +247.5% |
| 5Y | +497.7% | +37.3% | +460.3% | +432.2% |
| All | +990.2% | +32.5% | +957.7% | +742.6% |
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