+39.1%
IWM vs KIM
+34.4%
+4.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -1.3% | -4.0% | +2.7% | +1.0% |
| 3M | +1.6% | +0.5% | +1.1% | +0.8% |
| 6M | +13.6% | +3.6% | +9.9% | +10.6% |
| YTD | +20.8% | +20.4% | +0.3% | +7.5% |
| 1Y | +26.4% | +9.7% | +16.7% | +18.7% |
| 3Y | +60.7% | +46.0% | +14.7% | +25.4% |
| All | +39.1% | +34.4% | +4.7% | +13.3% |
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