+25.4%
IP vs KIM
+65.2%
-39.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -5.0% | +5.0% | -9.9% | -6.9% |
| 30D | +6.5% | +15.8% | -9.2% | 0.0% |
| 3M | -18.0% | +4.3% | -22.3% | -19.6% |
| 6M | +10.3% | +11.4% | -1.1% | +5.3% |
| YTD | -9.9% | +30.8% | -40.7% | -19.8% |
| 1Y | -1.1% | +31.4% | -32.5% | -12.0% |
| 3Y | +13.0% | +57.7% | -44.7% | -7.3% |
| 5Y | -12.3% | +31.7% | -44.0% | -23.7% |
| All | +25.4% | +65.2% | -39.8% | -15.2% |
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 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