+64.7%
IVZ vs KIM
+27.5%
+37.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +4.0% | -4.0% | +8.0% | +6.4% |
| 3M | +18.2% | +0.5% | +17.6% | +17.1% |
| 6M | +32.8% | +3.6% | +29.2% | +29.3% |
| YTD | +28.7% | +20.4% | +8.3% | +14.6% |
| 1Y | +55.4% | +9.7% | +45.7% | +45.8% |
| 3Y | +135.2% | +46.0% | +89.2% | +88.2% |
| 5Y | +64.2% | +34.4% | +29.7% | +38.2% |
| All | +64.7% | +27.5% | +37.1% | +17.0% |
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