+700.6%
IYR vs KIM
+527.0%
+173.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | -2.9% | -4.0% | +1.1% | -0.5% |
| 3M | +0.8% | +0.5% | +0.3% | +0.4% |
| 6M | +1.9% | +3.6% | -1.8% | -0.4% |
| YTD | +9.6% | +20.4% | -10.8% | -2.0% |
| 1Y | +8.1% | +9.7% | -1.6% | +1.9% |
| 3Y | +29.2% | +46.0% | -16.8% | +1.6% |
| 5Y | +4.3% | +34.4% | -30.2% | -15.5% |
| 10Y | +64.7% | +29.3% | +35.4% | +14.7% |
| All | +700.6% | +527.0% | +173.6% | +87.6% |
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