-56.3%
INIO vs KIM
+8.2%
-64.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.5% | +3.6% | -23.1% | -14.7% |
| 7D | -19.7% | +10.6% | -30.3% | -8.7% |
| 30D | -22.3% | +17.5% | -39.8% | -6.4% |
| 3M | -46.1% | +4.7% | -50.8% | -41.9% |
| All | -56.3% | +8.2% | -64.5% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling