+313.4%
IVV vs KIM
+63.9%
+249.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -2.3% | +14.8% | -17.1% | -6.0% |
| 3M | -1.2% | +8.1% | -9.3% | -3.4% |
| 6M | +3.3% | +11.7% | -8.4% | -0.1% |
| YTD | +12.3% | +30.7% | -18.4% | +3.8% |
| 1Y | +12.5% | +29.7% | -17.2% | +4.1% |
| 3Y | +79.2% | +65.1% | +14.1% | +53.7% |
| 5Y | +75.6% | +34.7% | +41.0% | +58.0% |
| 10Y | +313.4% | +64.1% | +249.3% | +215.1% |
| All | +313.4% | +63.9% | +249.5% | +215.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling