+168.1%
IJR vs KIM
+32.5%
+135.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -2.2% | -1.7% | -0.4% | -1.4% |
| 30D | -4.6% | -3.0% | -1.6% | -3.4% |
| 3M | +0.2% | -8.9% | +9.1% | +4.1% |
| 6M | +14.7% | +2.4% | +12.3% | +13.2% |
| YTD | +18.9% | +18.3% | +0.5% | +10.0% |
| 1Y | +19.9% | +8.2% | +11.8% | +15.3% |
| 3Y | +53.0% | +44.0% | +9.0% | +29.6% |
| 5Y | +40.9% | +37.3% | +3.5% | +20.9% |
| All | +168.1% | +32.5% | +135.6% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling