+213.7%
ICE vs KIM
+32.5%
+181.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | +4.0% | -3.0% | +7.0% | +4.7% |
| 3M | +13.7% | -8.9% | +22.5% | +16.0% |
| 6M | +0.9% | +2.4% | -1.4% | +0.2% |
| YTD | -2.1% | +18.3% | -20.5% | -6.0% |
| 1Y | -9.5% | +8.2% | -17.7% | -11.4% |
| 3Y | +42.1% | +44.0% | -2.0% | +29.7% |
| 5Y | +41.4% | +37.3% | +4.0% | +29.9% |
| All | +213.7% | +32.5% | +181.2% | +159.9% |
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