+29.3%
IBN vs KIM
+47.7%
-18.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -2.3% | -1.7% | -0.6% | -1.9% |
| 3M | +15.9% | -0.8% | +16.7% | +16.0% |
| 6M | +5.6% | +4.4% | +1.2% | +4.3% |
| YTD | -0.1% | +21.2% | -21.3% | -4.9% |
| 1Y | -6.5% | +10.5% | -17.1% | -9.1% |
| 3Y | +29.3% | +47.5% | -18.2% | +18.1% |
| All | +29.3% | +47.7% | -18.4% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling