+1,395.9%
IBKR vs KIM
+20.8%
+1,375.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -3.8% | -1.5% | -2.3% | -3.3% |
| 30D | -0.3% | -1.7% | +1.4% | +0.2% |
| 3M | +4.8% | -7.1% | +11.9% | +6.9% |
| 6M | +30.8% | +2.9% | +27.9% | +29.0% |
| YTD | +39.5% | +18.8% | +20.6% | +31.0% |
| 1Y | +43.7% | +9.4% | +34.2% | +38.4% |
| 3Y | +284.7% | +44.6% | +240.1% | +233.6% |
| 5Y | +484.9% | +37.9% | +447.0% | +409.3% |
| 10Y | +980.8% | +32.9% | +947.9% | +763.4% |
| All | +1,395.9% | +20.8% | +1,375.2% | +860.4% |
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