+1,055.9%
IJH vs KIM
+538.8%
+517.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.7% | -1.0% | +0.2% | -0.4% |
| 30D | -3.8% | -1.1% | -2.8% | -3.5% |
| 3M | 0.0% | -5.3% | +5.3% | +1.9% |
| 6M | +8.8% | +3.9% | +4.8% | +6.9% |
| YTD | +13.5% | +20.3% | -6.8% | +5.7% |
| 1Y | +15.4% | +10.4% | +5.0% | +10.7% |
| 3Y | +50.9% | +46.3% | +4.6% | +29.8% |
| 5Y | +47.8% | +37.6% | +10.2% | +29.3% |
| 10Y | +183.1% | +34.5% | +148.6% | +127.4% |
| All | +1,055.9% | +538.8% | +517.1% | +296.4% |
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