+122.2%
INDA vs KIM
+168.1%
-45.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.1% | -0.7% | +3.7% | +3.3% |
| 30D | +9.1% | +13.4% | -4.3% | +5.3% |
| 3M | +3.2% | +6.5% | -3.3% | +1.3% |
| 6M | +8.5% | +10.6% | -2.1% | +5.1% |
| YTD | -4.6% | +29.9% | -34.5% | -11.8% |
| 1Y | -5.5% | +29.6% | -35.1% | -12.6% |
| 3Y | +16.7% | +64.1% | -47.3% | -0.7% |
| 5Y | +9.0% | +35.3% | -26.3% | -3.6% |
| 10Y | +116.6% | +63.1% | +53.6% | +70.6% |
| All | +122.2% | +168.1% | -45.9% | +25.6% |
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