+68.2%
IVV vs KIM
+31.1%
+37.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -2.7% | +4.1% | -6.8% | -4.1% |
| 30D | -5.4% | +16.8% | -22.2% | -10.8% |
| 3M | -4.1% | +5.7% | -9.8% | -6.2% |
| 6M | +0.7% | +9.7% | -9.0% | -3.3% |
| YTD | +8.7% | +30.2% | -21.5% | -2.9% |
| 1Y | +11.0% | +32.1% | -21.1% | -1.5% |
| 3Y | +75.4% | +58.6% | +16.8% | +40.9% |
| All | +68.2% | +31.1% | +37.1% | +44.1% |
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 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