+359.1%
IGV vs KIM
+34.7%
+324.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | -1.0% | -0.6% | -1.3% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +9.6% | -5.3% | +14.9% | +10.8% |
| 6M | +16.1% | +3.9% | +12.2% | +14.7% |
| YTD | -3.6% | +20.3% | -23.9% | -8.2% |
| 1Y | -7.8% | +10.4% | -18.3% | -10.5% |
| 3Y | +40.0% | +46.3% | -6.3% | +26.4% |
| 5Y | +21.2% | +37.6% | -16.4% | +11.2% |
| All | +359.1% | +34.7% | +324.5% | +302.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling