+711.5%
IYR vs KIM
+580.7%
+130.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | +6.1% | +14.8% | -8.7% | -2.2% |
| 3M | +0.9% | +8.1% | -7.2% | -3.7% |
| 6M | +1.2% | +11.7% | -10.5% | -5.4% |
| YTD | +11.1% | +30.7% | -19.6% | -5.4% |
| 1Y | +9.0% | +29.7% | -20.8% | -6.9% |
| 3Y | +41.4% | +65.1% | -23.7% | +3.6% |
| 5Y | +6.7% | +34.7% | -28.0% | -13.4% |
| 10Y | +87.7% | +64.1% | +23.6% | +12.4% |
| All | +711.5% | +580.7% | +130.8% | +81.1% |
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