+53.0%
IJR vs KIM
+42.8%
+10.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -2.2% | -1.7% | -0.4% | -1.2% |
| 30D | -4.6% | -3.0% | -1.6% | -3.1% |
| 3M | +0.2% | -8.9% | +9.1% | +5.1% |
| 6M | +14.7% | +2.4% | +12.3% | +12.5% |
| YTD | +18.9% | +18.3% | +0.5% | +7.0% |
| 1Y | +19.9% | +8.2% | +11.8% | +13.6% |
| 3Y | +53.0% | +44.0% | +9.0% | +23.3% |
| All | +53.0% | +42.8% | +10.2% | +23.3% |
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