+60.1%
IWF vs KIM
+36.8%
+23.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.7% |
| 30D | -8.3% | +14.8% | -23.1% | -13.1% |
| 3M | -5.6% | +8.1% | -13.7% | -8.5% |
| 6M | -5.4% | +11.7% | -17.1% | -10.1% |
| YTD | -1.2% | +30.7% | -31.9% | -12.3% |
| 1Y | -2.7% | +29.7% | -32.4% | -13.4% |
| 3Y | +67.8% | +65.1% | +2.7% | +29.9% |
| 5Y | +60.1% | +34.7% | +25.4% | +37.7% |
| All | +60.1% | +36.8% | +23.3% | +37.7% |
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