+1,068.7%
IVZ vs KIM
+1,166.3%
-97.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +1.2% | -1.0% | +2.1% | +1.7% |
| 30D | +1.8% | -1.1% | +2.9% | +2.4% |
| 3M | +15.7% | -5.3% | +21.1% | +19.0% |
| 6M | +36.3% | +3.9% | +32.4% | +32.3% |
| YTD | +24.9% | +20.3% | +4.7% | +10.5% |
| 1Y | +48.9% | +10.4% | +38.5% | +38.6% |
| 3Y | +136.8% | +46.3% | +90.5% | +85.9% |
| 5Y | +60.0% | +37.6% | +22.4% | +30.5% |
| 10Y | +63.4% | +34.5% | +28.9% | +18.1% |
| All | +1,068.7% | +1,166.3% | -97.7% | +205.5% |
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