+22.9%
IP vs KIM
+29.2%
-6.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -10.9% | -4.0% | -6.9% | -9.3% |
| 3M | +11.2% | +0.5% | +10.6% | +10.9% |
| 6M | -10.2% | +3.6% | -13.8% | -11.6% |
| YTD | -2.0% | +20.4% | -22.4% | -9.5% |
| 1Y | -19.1% | +9.7% | -28.8% | -22.2% |
| 3Y | +20.9% | +46.0% | -25.1% | +2.3% |
| 5Y | -17.8% | +34.4% | -52.3% | -28.9% |
| All | +22.9% | +29.2% | -6.3% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling