-97.2%
IRE vs KIM
+22.6%
-119.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -0.5% |
| 7D | -15.5% | +2.8% | -18.3% | -9.5% |
| 30D | -70.4% | +16.3% | -86.7% | -59.9% |
| 3M | -81.6% | +6.6% | -88.3% | -78.0% |
| 6M | -94.7% | +12.3% | -107.0% | -93.5% |
| YTD | -91.8% | +31.6% | -123.3% | -85.7% |
| 1Y | -97.6% | +31.5% | -129.1% | -95.7% |
| All | -97.2% | +22.6% | -119.8% | -95.1% |
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