+153.1%
IWM vs KIM
+63.9%
+89.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | +4.1% | -6.1% | -3.6% |
| 30D | -1.5% | +16.8% | -18.2% | -7.6% |
| 3M | -8.0% | +5.7% | -13.7% | -10.2% |
| 6M | -4.1% | +9.7% | -13.8% | -8.1% |
| YTD | +11.9% | +30.2% | -18.3% | -0.2% |
| 1Y | +15.0% | +32.1% | -17.1% | +1.9% |
| 3Y | +64.2% | +58.6% | +5.6% | +34.5% |
| 5Y | +20.4% | +31.2% | -10.8% | +5.4% |
| All | +153.1% | +63.9% | +89.2% | +79.0% |
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