+264.8%
ICE vs KIM
+63.9%
+200.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.2% | -1.0% | +4.2% | +3.5% |
| 30D | +14.7% | +14.8% | -0.1% | +11.2% |
| 3M | +19.8% | +8.1% | +11.6% | +17.7% |
| 6M | +15.2% | +11.7% | +3.6% | +12.3% |
| YTD | +12.7% | +30.7% | -18.1% | +5.7% |
| 1Y | +20.4% | +29.7% | -9.3% | +13.2% |
| 3Y | +70.8% | +65.1% | +5.7% | +51.3% |
| 5Y | +43.9% | +34.7% | +9.3% | +32.1% |
| 10Y | +264.8% | +64.1% | +200.7% | +190.7% |
| All | +264.8% | +63.9% | +200.9% | +190.7% |
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 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