-8.0%
ICE vs KIM
+10.7%
-18.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +4.0% | -1.1% | +5.0% | +4.2% |
| 3M | +11.0% | -5.3% | +16.3% | +12.2% |
| 6M | -5.0% | +3.9% | -8.9% | -6.4% |
| YTD | -2.7% | +20.3% | -23.0% | -10.5% |
| All | -8.0% | +10.7% | -18.7% | -11.0% |
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