+808.3%
IWM vs KIM
+539.6%
+268.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.3% | -4.0% | +2.7% | +0.3% |
| 3M | +1.6% | +0.5% | +1.1% | +1.1% |
| 6M | +13.6% | +3.6% | +9.9% | +11.6% |
| YTD | +20.8% | +20.4% | +0.3% | +11.6% |
| 1Y | +26.4% | +9.7% | +16.7% | +21.2% |
| 3Y | +60.7% | +46.0% | +14.7% | +36.8% |
| 5Y | +38.2% | +34.4% | +3.7% | +20.8% |
| 10Y | +169.5% | +29.3% | +140.2% | +116.4% |
| All | +808.3% | +539.6% | +268.7% | +197.2% |
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