+10,042.6%
IRM vs KIM
+1,176.6%
+8,866.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -8.1% | -4.0% | -4.1% | -6.9% |
| 3M | -9.7% | +0.5% | -10.2% | -10.0% |
| 6M | +10.0% | +3.6% | +6.4% | +8.6% |
| YTD | +43.0% | +20.4% | +22.6% | +34.5% |
| 1Y | +32.7% | +9.7% | +23.0% | +28.5% |
| 3Y | +102.7% | +46.0% | +56.7% | +79.3% |
| 5Y | +187.6% | +34.4% | +153.1% | +161.2% |
| 10Y | +420.1% | +29.3% | +390.8% | +343.0% |
| All | +10,042.6% | +1,176.6% | +8,866.1% | +4,308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling