+23.7%
IP vs KIM
+64.9%
-41.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | 0.0% | +2.8% | -2.7% | -1.1% |
| 30D | +9.4% | +15.9% | -6.5% | +2.6% |
| 3M | -14.1% | +7.8% | -21.8% | -16.9% |
| 6M | +9.2% | +11.9% | -2.7% | +4.0% |
| YTD | -7.5% | +31.0% | -38.6% | -17.7% |
| 1Y | -2.8% | +32.3% | -35.1% | -13.8% |
| 3Y | +21.2% | +65.5% | -44.2% | -2.6% |
| 5Y | -11.5% | +37.2% | -48.7% | -24.2% |
| 10Y | +23.7% | +63.9% | -40.2% | -16.1% |
| All | +23.7% | +64.9% | -41.3% | -16.1% |
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