+121.6%
INDA vs KIM
+171.5%
-49.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +6.1% | +2.8% | +3.3% | +5.3% |
| 30D | +11.7% | +16.3% | -4.6% | +7.0% |
| 3M | +2.1% | +6.6% | -4.6% | +0.1% |
| 6M | +3.2% | +12.3% | -9.2% | -0.5% |
| YTD | -4.9% | +31.6% | -36.4% | -12.3% |
| 1Y | -4.4% | +31.5% | -35.9% | -11.9% |
| 3Y | +17.6% | +68.0% | -50.4% | -0.6% |
| 5Y | +9.9% | +38.7% | -28.8% | -3.5% |
| 10Y | +102.7% | +65.7% | +37.0% | +58.7% |
| All | +121.6% | +171.5% | -49.9% | +24.8% |
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