+194.7%
IWD vs KIM
+29.1%
+165.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -0.8% | -1.7% | +0.9% | -0.3% |
| 3M | +8.0% | -0.8% | +8.9% | +8.1% |
| 6M | +18.2% | +4.4% | +13.8% | +16.2% |
| YTD | +22.3% | +21.2% | +1.1% | +14.5% |
| 1Y | +28.9% | +10.5% | +18.3% | +24.2% |
| 3Y | +71.5% | +47.5% | +24.0% | +49.1% |
| 5Y | +73.6% | +37.1% | +36.5% | +52.8% |
| 10Y | +194.7% | +29.5% | +165.2% | +137.2% |
| All | +194.7% | +29.1% | +165.6% | +137.2% |
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 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