+37.1%
KIM vs IAG
+766.8%
-729.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -0.3% | +4.3% | -4.6% | -0.6% |
| 30D | -1.7% | +9.8% | -11.5% | -2.5% |
| 3M | -0.8% | +28.9% | -29.7% | -3.1% |
| 6M | +4.4% | -7.6% | +12.0% | +4.3% |
| YTD | +21.2% | +22.0% | -0.7% | +17.6% |
| 1Y | +10.5% | +99.5% | -89.0% | +2.0% |
| 3Y | +47.5% | +818.3% | -770.8% | +11.4% |
| 5Y | +37.1% | +785.9% | -748.8% | -3.7% |
| All | +37.1% | +766.8% | -729.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling