+83.6%
IYR vs KIM
+63.6%
+20.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +6.6% | +14.1% | -7.6% | +0.5% |
| 3M | -1.8% | +6.0% | -7.8% | -4.3% |
| 6M | +1.4% | +13.2% | -11.8% | -4.0% |
| YTD | +10.5% | +30.4% | -19.9% | -1.7% |
| 1Y | +10.6% | +31.0% | -20.4% | -1.9% |
| 3Y | +41.8% | +67.6% | -25.8% | +12.8% |
| 5Y | +6.0% | +35.8% | -29.7% | -8.6% |
| All | +83.6% | +63.6% | +20.0% | +41.5% |
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