-4.6%
IP vs KIM
+30.6%
-35.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +7.9% | +14.1% | -6.2% | -1.3% |
| 3M | -15.3% | +6.0% | -21.3% | -18.4% |
| 6M | +10.5% | +13.2% | -2.7% | +0.7% |
| YTD | -9.4% | +30.4% | -39.8% | -27.4% |
| 1Y | -4.6% | +31.0% | -35.7% | -24.4% |
| All | -4.6% | +30.6% | -35.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling