+55.4%
IOT vs KIM
+27.1%
+28.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.2% |
| 7D | -4.5% | -1.7% | -2.8% | -3.3% |
| 30D | -2.4% | -3.0% | +0.5% | -0.3% |
| 3M | +19.0% | -8.9% | +27.8% | +27.3% |
| 6M | +19.6% | +2.4% | +17.3% | +15.8% |
| YTD | +8.3% | +18.3% | -10.1% | -7.3% |
| 1Y | -0.8% | +8.2% | -9.0% | -8.7% |
| 3Y | +24.4% | +44.0% | -19.6% | -13.1% |
| All | +55.4% | +27.1% | +28.2% | +27.9% |
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