+166.9%
IWM vs KIM
+29.1%
+137.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.3% | -1.7% | -0.6% | -1.6% |
| 3M | +4.0% | -0.8% | +4.8% | +4.0% |
| 6M | +17.9% | +4.4% | +13.5% | +15.5% |
| YTD | +20.2% | +21.2% | -1.0% | +10.5% |
| 1Y | +25.0% | +10.5% | +14.4% | +19.2% |
| 3Y | +66.0% | +47.5% | +18.5% | +40.0% |
| 5Y | +40.0% | +37.1% | +3.0% | +21.1% |
| 10Y | +166.9% | +29.5% | +137.4% | +115.0% |
| All | +166.9% | +29.1% | +137.8% | +115.0% |
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