-8.8%
IEF vs KIM
+37.3%
-46.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -0.6% | -1.1% | +0.5% | -0.5% |
| 3M | -1.0% | -5.3% | +4.3% | -0.7% |
| 6M | -3.1% | +3.9% | -7.0% | -3.3% |
| YTD | -1.9% | +20.3% | -22.1% | -2.9% |
| 1Y | -1.4% | +10.4% | -11.8% | -1.9% |
| 3Y | +9.8% | +46.3% | -36.5% | +7.1% |
| 5Y | -8.8% | +37.6% | -46.4% | -11.3% |
| All | -8.8% | +37.3% | -46.1% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling