+191.0%
IRM vs KIM
+37.7%
+153.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.1% |
| 7D | +1.6% | -0.3% | +2.0% | +1.8% |
| 30D | -4.2% | -1.7% | -2.5% | -3.2% |
| 3M | -5.4% | -0.8% | -4.5% | -5.2% |
| 6M | +12.0% | +4.4% | +7.6% | +8.4% |
| YTD | +42.0% | +21.2% | +20.8% | +24.6% |
| 1Y | +29.9% | +10.5% | +19.3% | +20.8% |
| 3Y | +104.4% | +47.5% | +56.9% | +56.6% |
| 5Y | +191.0% | +37.1% | +153.9% | +134.3% |
| All | +191.0% | +37.7% | +153.3% | +134.3% |
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