+409.4%
IWF vs KIM
+33.1%
+376.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | -1.8% | -1.7% | -0.2% | -1.5% |
| 3M | +1.5% | -7.1% | +8.6% | +3.1% |
| 6M | +7.7% | +2.9% | +4.8% | +6.6% |
| YTD | +2.7% | +18.8% | -16.1% | -2.0% |
| 1Y | +6.8% | +9.4% | -2.7% | +3.8% |
| 3Y | +76.9% | +44.6% | +32.3% | +59.1% |
| 5Y | +73.4% | +37.9% | +35.5% | +57.9% |
| All | +409.4% | +33.1% | +376.4% | +327.4% |
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 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