+2,573.8%
ICE vs KIM
+123.8%
+2,450.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | +13.7% | +13.4% | +0.3% | +8.2% |
| 3M | +17.9% | +6.5% | +11.4% | +14.9% |
| 6M | +15.0% | +10.6% | +4.4% | +10.1% |
| YTD | +10.9% | +29.9% | -19.0% | -0.6% |
| 1Y | +17.0% | +29.6% | -12.6% | +4.9% |
| 3Y | +68.2% | +64.1% | +4.1% | +34.8% |
| 5Y | +40.4% | +35.3% | +5.1% | +19.4% |
| 10Y | +259.3% | +63.1% | +196.2% | +140.7% |
| All | +2,573.8% | +123.8% | +2,450.0% | +1,615.7% |
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