+115.1%
INDA vs KIM
+148.6%
-33.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -0.8% | -4.0% | +3.2% | +0.3% |
| 3M | +3.9% | +0.5% | +3.4% | +3.6% |
| 6M | -0.7% | +3.6% | -4.3% | -1.9% |
| YTD | -7.7% | +20.4% | -28.1% | -12.7% |
| 1Y | -5.1% | +9.7% | -14.8% | -8.0% |
| 3Y | +13.6% | +46.0% | -32.4% | -0.2% |
| 5Y | +7.8% | +34.4% | -26.6% | -4.8% |
| 10Y | +84.6% | +29.3% | +55.3% | +61.5% |
| All | +115.1% | +148.6% | -33.4% | +24.3% |
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