+27.4%
IVZ vs KIM
+31.1%
-3.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.4% | +4.1% | -6.5% | -5.3% |
| 30D | -11.2% | +16.8% | -28.0% | -21.5% |
| 3M | -14.0% | +5.7% | -19.7% | -17.8% |
| 6M | +0.5% | +9.7% | -9.2% | -7.7% |
| YTD | +5.4% | +30.2% | -24.8% | -16.4% |
| 1Y | +19.5% | +32.1% | -12.7% | -6.5% |
| 3Y | +128.7% | +58.6% | +70.1% | +51.1% |
| All | +27.4% | +31.1% | -3.7% | -5.2% |
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 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