+886.2%
IVZ vs KIM
+1,277.0%
-390.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.1% | -7.4% |
| 7D | -6.7% | +5.0% | -11.6% | -9.4% |
| 30D | -10.9% | +15.8% | -26.6% | -18.6% |
| 3M | -14.8% | +4.3% | -19.1% | -17.2% |
| 6M | +2.4% | +11.4% | -9.0% | -4.9% |
| YTD | +5.4% | +30.8% | -25.4% | -11.6% |
| 1Y | +19.6% | +31.4% | -11.9% | -0.1% |
| 3Y | +122.4% | +57.7% | +64.8% | +66.5% |
| 5Y | +28.8% | +31.7% | -3.0% | +7.8% |
| 10Y | +52.3% | +67.4% | -15.1% | -3.8% |
| All | +886.2% | +1,277.0% | -390.8% | +144.4% |
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