-12.3%
IP vs KIM
+31.2%
-43.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.4% |
| 7D | -5.0% | +5.0% | -9.9% | -7.4% |
| 30D | +6.5% | +15.8% | -9.2% | -1.6% |
| 3M | -18.0% | +4.3% | -22.3% | -20.0% |
| 6M | +10.3% | +11.4% | -1.1% | +4.0% |
| YTD | -9.9% | +30.8% | -40.7% | -22.2% |
| 1Y | -1.1% | +31.4% | -32.5% | -14.7% |
| 3Y | +13.0% | +57.7% | -44.7% | -12.0% |
| 5Y | -12.3% | +31.7% | -44.0% | -27.2% |
| All | -12.3% | +31.2% | -43.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling