+314.2%
IBN vs KIM
+29.7%
+284.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -5.1% | -1.0% | -4.1% | -4.8% |
| 30D | -3.5% | -1.1% | -2.4% | -3.2% |
| 3M | +11.3% | -5.3% | +16.6% | +13.1% |
| 6M | +4.4% | +3.9% | +0.5% | +3.1% |
| YTD | -1.8% | +20.3% | -22.1% | -7.5% |
| 1Y | -8.0% | +10.4% | -18.4% | -11.1% |
| 3Y | +27.1% | +46.3% | -19.2% | +10.6% |
| 5Y | +54.5% | +37.6% | +16.9% | +35.2% |
| 10Y | +314.2% | +34.5% | +279.7% | +192.5% |
| All | +314.2% | +29.7% | +284.5% | +192.5% |
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 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