+388.7%
IBN vs KIM
+63.9%
+324.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +11.1% | -1.0% | +12.1% | +11.5% |
| 30D | +23.9% | +14.8% | +9.1% | +18.6% |
| 3M | +16.3% | +8.1% | +8.2% | +13.4% |
| 6M | +34.2% | +11.7% | +22.6% | +29.4% |
| YTD | +17.6% | +30.7% | -13.2% | +7.8% |
| 1Y | +13.8% | +29.7% | -15.9% | +4.6% |
| 3Y | +57.0% | +65.1% | -8.1% | +31.7% |
| 5Y | +75.3% | +34.7% | +40.7% | +54.7% |
| 10Y | +388.7% | +64.1% | +324.5% | +216.6% |
| All | +388.7% | +63.9% | +324.8% | +216.6% |
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