+144.3%
IWM vs KIM
+63.0%
+81.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +2.8% | -0.7% | +3.4% | +3.0% |
| 30D | +0.6% | +13.4% | -12.8% | -4.5% |
| 3M | -7.8% | +6.5% | -14.3% | -10.2% |
| 6M | -1.0% | +10.6% | -11.6% | -5.4% |
| YTD | +13.9% | +29.9% | -16.0% | +1.6% |
| 1Y | +15.4% | +29.6% | -14.1% | +3.1% |
| 3Y | +70.2% | +64.1% | +6.2% | +37.7% |
| 5Y | +23.7% | +35.3% | -11.6% | +7.1% |
| All | +144.3% | +63.0% | +81.3% | +73.7% |
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 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