+776.1%
IVV vs KIM
+538.6%
+237.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -4.0% | +4.1% | +1.2% |
| 3M | +2.0% | +0.5% | +1.4% | +1.6% |
| 6M | +13.0% | +3.6% | +9.4% | +11.5% |
| YTD | +13.6% | +20.4% | -6.8% | +7.1% |
| 1Y | +20.1% | +9.7% | +10.4% | +16.2% |
| 3Y | +77.6% | +46.0% | +31.6% | +56.2% |
| 5Y | +82.5% | +34.4% | +48.0% | +63.1% |
| 10Y | +316.5% | +29.3% | +287.2% | +244.4% |
| All | +776.1% | +538.6% | +237.5% | +232.2% |
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 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