+15.9%
IBN vs KIM
+31.2%
-15.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +15.8% | +2.8% | +13.0% | +14.5% |
| 30D | +25.1% | +15.9% | +9.2% | +18.4% |
| 3M | +16.0% | +7.8% | +8.2% | +12.4% |
| 6M | +32.8% | +11.9% | +20.9% | +26.3% |
| YTD | +18.0% | +31.0% | -13.0% | +8.5% |
| 1Y | +15.9% | +32.3% | -16.5% | +6.5% |
| All | +15.9% | +31.2% | -15.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling