+41.1%
IGV vs KIM
+47.7%
-6.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | 0.0% | -1.7% | +1.7% | +0.3% |
| 3M | +7.3% | -0.8% | +8.2% | +7.3% |
| 6M | +16.7% | +4.4% | +12.3% | +14.8% |
| YTD | -2.8% | +21.2% | -24.1% | -8.9% |
| 1Y | -6.7% | +10.5% | -17.2% | -9.9% |
| 3Y | +41.1% | +47.5% | -6.4% | +23.9% |
| All | +41.1% | +47.7% | -6.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling