+356.3%
IGV vs KIM
+33.1%
+323.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -5.4% | -1.5% | -3.9% | -5.1% |
| 30D | -2.6% | -1.7% | -0.9% | -2.3% |
| 3M | +10.5% | -7.1% | +17.7% | +12.2% |
| 6M | +18.2% | +2.9% | +15.3% | +17.0% |
| YTD | -4.2% | +18.8% | -23.1% | -8.5% |
| 1Y | -9.8% | +9.4% | -19.2% | -12.2% |
| 3Y | +39.1% | +44.6% | -5.5% | +25.9% |
| 5Y | +21.2% | +37.9% | -16.7% | +11.2% |
| All | +356.3% | +33.1% | +323.2% | +300.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling