+56.5%
IOT vs KIM
+29.2%
+27.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | +5.1% | -1.0% | +6.0% | +5.8% |
| 30D | -3.0% | -1.1% | -2.0% | -2.4% |
| 3M | +15.0% | -5.3% | +20.3% | +19.5% |
| 6M | +13.1% | +3.9% | +9.2% | +8.4% |
| YTD | +9.0% | +20.3% | -11.2% | -7.7% |
| 1Y | +0.1% | +10.4% | -10.3% | -9.3% |
| 3Y | +26.4% | +46.3% | -19.9% | -12.7% |
| All | +56.5% | +29.2% | +27.2% | +27.2% |
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