-97.3%
IRE vs KIM
+21.8%
-119.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.2% | +12.4% | +11.7% |
| 7D | -15.1% | -1.0% | -14.1% | -17.3% |
| 30D | -71.4% | +14.8% | -86.1% | -62.1% |
| 3M | -81.2% | +8.1% | -89.3% | -77.0% |
| 6M | -93.7% | +11.7% | -105.4% | -92.4% |
| YTD | -92.2% | +30.7% | -123.0% | -86.7% |
| 1Y | -97.3% | +29.7% | -127.0% | -95.2% |
| All | -97.3% | +21.8% | -119.2% | -95.4% |
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 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