+79.3%
IWF vs KIM
+47.7%
+31.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -1.3% | -1.7% | +0.4% | -0.9% |
| 3M | +0.1% | -0.8% | +0.9% | 0.0% |
| 6M | +10.3% | +4.4% | +5.9% | +8.5% |
| YTD | +4.2% | +21.2% | -17.1% | -1.9% |
| 1Y | +9.3% | +10.5% | -1.2% | +5.7% |
| 3Y | +79.3% | +47.5% | +31.8% | +62.2% |
| All | +79.3% | +47.7% | +31.6% | +62.2% |
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