+309.6%
IVV vs KIM
+65.6%
+244.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.7% |
| 30D | -3.3% | +16.3% | -19.7% | -7.3% |
| 3M | -2.4% | +6.6% | -9.0% | -4.2% |
| 6M | +2.6% | +12.3% | -9.7% | -1.0% |
| YTD | +11.3% | +31.6% | -20.3% | +2.6% |
| 1Y | +13.4% | +31.5% | -18.1% | +4.6% |
| 3Y | +80.3% | +68.0% | +12.3% | +54.0% |
| 5Y | +72.7% | +38.7% | +34.0% | +54.2% |
| 10Y | +309.6% | +65.7% | +243.9% | +211.2% |
| All | +309.6% | +65.6% | +244.1% | +211.2% |
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