-97.6%
IRE vs KIM
+22.1%
-119.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.4% | -15.4% | -16.5% |
| 7D | -41.9% | +2.8% | -44.7% | -38.0% |
| 30D | -75.1% | +15.9% | -91.0% | -66.6% |
| 3M | -82.4% | +7.8% | -90.2% | -78.6% |
| 6M | -95.5% | +11.9% | -107.4% | -94.6% |
| YTD | -93.1% | +31.0% | -124.1% | -88.1% |
| 1Y | -97.8% | +32.3% | -130.1% | -96.1% |
| All | -97.6% | +22.1% | -119.8% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling