+73.6%
IWD vs KIM
+37.7%
+35.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.2% | -0.3% | +0.2% | 0.0% |
| 30D | -0.8% | -1.7% | +0.9% | -0.1% |
| 3M | +8.0% | -0.8% | +8.9% | +8.1% |
| 6M | +18.2% | +4.4% | +13.8% | +15.7% |
| YTD | +22.3% | +21.2% | +1.1% | +12.4% |
| 1Y | +28.9% | +10.5% | +18.3% | +22.9% |
| 3Y | +71.5% | +47.5% | +24.0% | +42.9% |
| 5Y | +73.6% | +37.1% | +36.5% | +48.2% |
| All | +73.6% | +37.7% | +35.9% | +48.2% |
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