+37.7%
IGV vs KIM
+65.6%
-27.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.3% | +2.8% | -5.0% | -2.8% |
| 30D | -11.0% | +15.9% | -26.8% | -13.6% |
| 3M | -4.5% | +7.8% | -12.2% | -5.9% |
| 6M | +10.1% | +11.9% | -1.8% | +7.0% |
| YTD | -5.1% | +31.0% | -36.1% | -12.4% |
| 1Y | -10.2% | +32.3% | -42.6% | -17.5% |
| 3Y | +37.7% | +65.5% | -27.7% | +19.6% |
| All | +37.7% | +65.6% | -27.8% | +19.6% |
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 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