+40.1%
IJR vs KIM
+35.1%
+5.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -2.3% | -1.5% | -0.8% | -1.5% |
| 30D | -4.7% | -1.7% | -3.0% | -3.8% |
| 3M | +2.1% | -7.1% | +9.3% | +6.2% |
| 6M | +13.9% | +2.9% | +11.0% | +11.4% |
| YTD | +18.2% | +18.8% | -0.6% | +6.1% |
| 1Y | +21.8% | +9.4% | +12.4% | +14.6% |
| 3Y | +52.2% | +44.6% | +7.6% | +20.2% |
| 5Y | +40.1% | +37.9% | +2.2% | +13.7% |
| All | +40.1% | +35.1% | +5.1% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling