+973.2%
IGV vs KIM
+410.2%
+563.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +3.2% | -4.0% | +7.2% | +4.3% |
| 3M | +4.5% | +0.5% | +4.0% | +4.1% |
| 6M | +22.1% | +3.6% | +18.5% | +20.4% |
| YTD | -1.0% | +20.4% | -21.5% | -6.7% |
| 1Y | -2.1% | +9.7% | -11.8% | -5.4% |
| 3Y | +44.6% | +46.0% | -1.4% | +27.6% |
| 5Y | +22.2% | +34.4% | -12.3% | +10.0% |
| 10Y | +364.7% | +29.3% | +335.4% | +285.5% |
| All | +973.2% | +410.2% | +563.0% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling