+73.8%
IVV vs KIM
+33.6%
+40.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.3% | -0.7% | +4.0% | +3.6% |
| 30D | -2.7% | +13.4% | -16.1% | -7.3% |
| 3M | -1.7% | +6.5% | -8.2% | -4.2% |
| 6M | +3.2% | +10.6% | -7.4% | -1.3% |
| YTD | +12.0% | +29.9% | -17.9% | +0.1% |
| 1Y | +12.1% | +29.6% | -17.4% | +0.3% |
| 3Y | +78.6% | +64.1% | +14.6% | +41.2% |
| 5Y | +73.8% | +35.3% | +38.5% | +49.5% |
| All | +73.8% | +33.6% | +40.2% | +49.5% |
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