+363.6%
IGV vs KIM
+63.6%
+300.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.0% | +14.1% | -20.1% | -8.8% |
| 3M | -4.8% | +6.0% | -10.8% | -6.2% |
| 6M | +14.2% | +13.2% | +1.0% | +10.6% |
| YTD | -4.2% | +30.4% | -34.6% | -10.5% |
| 1Y | -5.3% | +31.0% | -36.3% | -11.7% |
| 3Y | +38.8% | +67.6% | -28.8% | +21.5% |
| 5Y | +14.2% | +35.8% | -21.6% | +4.5% |
| All | +363.6% | +63.6% | +300.0% | +285.2% |
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