-95.2%
IRE vs KIM
+12.0%
-107.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -1.0% | -33.0% | -36.5% |
| 7D | -57.1% | +5.0% | -62.1% | -49.8% |
| 30D | -84.4% | +15.8% | -100.2% | -76.3% |
| 3M | -85.0% | +4.3% | -89.2% | -82.0% |
| 6M | -95.2% | +11.4% | -106.6% | -95.0% |
| All | -95.2% | +12.0% | -107.3% | -95.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling