+73.1%
IWD vs KIM
+46.2%
+26.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.6% | -4.0% | +4.6% | +2.0% |
| 3M | +7.2% | +0.5% | +6.7% | +6.7% |
| 6M | +16.2% | +3.6% | +12.6% | +14.3% |
| YTD | +23.3% | +20.4% | +2.9% | +14.4% |
| 1Y | +29.6% | +9.7% | +19.9% | +24.5% |
| All | +73.1% | +46.2% | +26.9% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling