+105.1%
IRM vs KIM
+65.6%
+39.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -5.1% | +2.8% | -7.8% | -6.5% |
| 30D | -3.3% | +15.9% | -19.1% | -11.8% |
| 3M | -8.2% | +7.8% | -15.9% | -12.4% |
| 6M | -12.8% | +11.9% | -24.6% | -19.2% |
| YTD | +36.6% | +31.0% | +5.6% | +13.9% |
| 1Y | +11.9% | +32.3% | -20.4% | -7.3% |
| 3Y | +105.1% | +65.5% | +39.6% | +51.8% |
| All | +105.1% | +65.6% | +39.6% | +51.8% |
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