+47.5%
KIM vs IAG
+797.8%
-750.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -0.3% | +4.3% | -4.6% | -0.5% |
| 30D | -1.7% | +9.8% | -11.5% | -2.2% |
| 3M | -0.8% | +28.9% | -29.7% | -2.1% |
| 6M | +4.4% | -7.6% | +12.0% | +4.4% |
| YTD | +21.2% | +22.0% | -0.7% | +18.9% |
| 1Y | +10.5% | +99.5% | -89.0% | +4.7% |
| 3Y | +47.5% | +818.3% | -770.8% | +13.0% |
| All | +47.5% | +797.8% | -750.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling