+6.9%
INDA vs KIM
+38.4%
-31.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -2.5% | -1.7% | -0.8% | -2.2% |
| 3M | +4.0% | -0.8% | +4.8% | +4.0% |
| 6M | -1.8% | +4.4% | -6.2% | -3.0% |
| YTD | -9.2% | +21.2% | -30.4% | -13.3% |
| 1Y | -7.2% | +10.5% | -17.7% | -9.6% |
| 3Y | +9.8% | +47.5% | -37.7% | -1.5% |
| All | +6.9% | +38.4% | -31.5% | -3.0% |
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