+44.6%
IVZ vs KIM
+64.9%
-20.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +2.2% | +2.8% | -0.6% | +0.7% |
| 30D | -2.2% | +15.9% | -18.1% | -10.2% |
| 3M | -8.4% | +7.8% | -16.2% | -12.4% |
| 6M | +6.2% | +11.9% | -5.7% | -1.2% |
| YTD | +12.4% | +31.0% | -18.6% | -4.8% |
| 1Y | +26.0% | +32.3% | -6.3% | +6.0% |
| 3Y | +147.9% | +65.5% | +82.4% | +84.2% |
| 5Y | +38.8% | +37.2% | +1.6% | +15.0% |
| 10Y | +44.6% | +63.9% | -19.3% | -9.3% |
| All | +44.6% | +64.9% | -20.4% | -9.3% |
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