+42.5%
ICE vs KIM
+47.7%
-5.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | +5.0% | -1.7% | +6.7% | +5.5% |
| 3M | +13.9% | -0.8% | +14.7% | +14.0% |
| 6M | -4.4% | +4.4% | -8.8% | -6.0% |
| YTD | -1.9% | +21.2% | -23.2% | -8.1% |
| 1Y | -8.1% | +10.5% | -18.7% | -11.4% |
| 3Y | +42.5% | +47.5% | -5.0% | +28.8% |
| All | +42.5% | +47.7% | -5.2% | +28.8% |
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