+32.7%
KIM vs IAG
+56.5%
-23.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.2% | -6.7% | +3.5% |
| 7D | +10.6% | +1.1% | +9.5% | +10.5% |
| 30D | +17.5% | -5.3% | +22.7% | +17.4% |
| 3M | +4.7% | +18.0% | -13.3% | +4.5% |
| 6M | +13.1% | +7.1% | +6.0% | +13.0% |
| YTD | +32.1% | +5.9% | +26.1% | +30.4% |
| 1Y | +32.7% | +59.4% | -26.7% | +25.5% |
| All | +32.7% | +56.5% | -23.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling