+41.5%
IVZ vs KIM
+63.6%
-22.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +7.6% | +0.1% | +7.5% | +7.6% |
| 30D | +4.3% | +14.1% | -9.8% | -3.3% |
| 3M | -9.3% | +6.0% | -15.3% | -12.5% |
| 6M | +5.2% | +13.2% | -8.0% | -2.7% |
| YTD | +13.4% | +30.4% | -16.9% | -3.7% |
| 1Y | +25.4% | +31.0% | -5.7% | +6.1% |
| 3Y | +152.5% | +67.6% | +84.9% | +86.4% |
| 5Y | +36.7% | +35.8% | +0.9% | +14.0% |
| All | +41.5% | +63.6% | -22.1% | -11.7% |
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