+893.6%
ITOT vs KIM
+206.6%
+687.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -1.6% | -1.1% | -0.5% | -1.3% |
| 3M | +3.5% | -5.3% | +8.9% | +5.0% |
| 6M | +13.1% | +3.9% | +9.2% | +11.5% |
| YTD | +12.7% | +20.3% | -7.6% | +6.2% |
| 1Y | +18.3% | +10.4% | +7.9% | +14.2% |
| 3Y | +76.4% | +46.3% | +30.1% | +55.1% |
| 5Y | +73.8% | +37.6% | +36.2% | +54.4% |
| 10Y | +301.2% | +34.5% | +266.7% | +228.4% |
| All | +893.6% | +206.6% | +687.1% | +464.7% |
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