+1,504.3%
IBN vs KIM
+621.0%
+883.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -0.3% | -4.0% | +3.7% | +1.5% |
| 3M | +17.1% | +0.5% | +16.6% | +16.6% |
| 6M | +3.4% | +3.6% | -0.2% | +1.5% |
| YTD | +2.5% | +20.4% | -17.9% | -6.3% |
| 1Y | -4.2% | +9.7% | -13.9% | -8.7% |
| 3Y | +32.4% | +46.0% | -13.6% | +7.3% |
| 5Y | +59.2% | +34.4% | +24.7% | +30.4% |
| 10Y | +345.7% | +29.3% | +316.4% | +219.7% |
| All | +1,504.3% | +621.0% | +883.2% | +249.7% |
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