+727.5%
IWF vs KIM
+539.6%
+188.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -0.4% | -4.0% | +3.6% | +0.7% |
| 3M | -2.6% | +0.5% | -3.2% | -3.0% |
| 6M | +9.1% | +3.6% | +5.5% | +7.8% |
| YTD | +4.5% | +20.4% | -15.9% | -1.1% |
| 1Y | +10.1% | +9.7% | +0.4% | +6.8% |
| 3Y | +77.6% | +46.0% | +31.6% | +57.9% |
| 5Y | +73.7% | +34.4% | +39.3% | +57.1% |
| 10Y | +411.5% | +29.3% | +382.2% | +329.5% |
| All | +727.5% | +539.6% | +188.0% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling