+34.5%
KIM vs IAG
+401.0%
-366.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.0% | +1.7% | -2.6% | -1.1% |
| 30D | -1.1% | +11.4% | -12.5% | -1.8% |
| 3M | -5.3% | +33.0% | -38.4% | -7.1% |
| 6M | +3.9% | -6.0% | +9.9% | +3.7% |
| YTD | +20.3% | +24.6% | -4.3% | +17.6% |
| 1Y | +10.4% | +105.0% | -94.5% | +4.4% |
| 3Y | +46.3% | +837.9% | -791.6% | +22.9% |
| 5Y | +37.6% | +817.0% | -779.4% | +12.8% |
| 10Y | +34.5% | +425.3% | -390.8% | +6.0% |
| All | +34.5% | +401.0% | -366.5% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling