+1,148.9%
IJR vs KIM
+543.9%
+605.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +0.9% | -0.3% | +1.3% | +1.1% |
| 30D | -3.1% | -1.7% | -1.4% | -2.5% |
| 3M | +4.4% | -0.8% | +5.2% | +4.5% |
| 6M | +16.1% | +4.4% | +11.7% | +13.9% |
| YTD | +20.6% | +21.2% | -0.7% | +11.4% |
| 1Y | +22.9% | +10.5% | +12.3% | +17.6% |
| 3Y | +55.2% | +47.5% | +7.7% | +32.2% |
| 5Y | +41.1% | +37.1% | +4.0% | +22.8% |
| 10Y | +167.0% | +29.5% | +137.5% | +116.2% |
| All | +1,148.9% | +543.9% | +605.0% | +323.3% |
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 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