+24.2%
IJR vs KIM
+33.1%
-8.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +0.3% |
| 7D | +2.3% | +10.6% | -8.3% | -0.7% |
| 30D | +2.8% | +17.5% | -14.7% | -1.9% |
| 3M | -4.6% | +4.7% | -9.3% | -6.0% |
| 6M | +5.7% | +13.1% | -7.5% | +1.1% |
| YTD | +19.9% | +32.1% | -12.2% | +8.1% |
| 1Y | +24.2% | +32.7% | -8.5% | +11.5% |
| All | +24.2% | +33.1% | -8.9% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling