+34.7%
KIM vs IAG
+461.2%
-426.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -1.0% | +3.4% | -4.4% | -1.3% |
| 30D | +14.8% | -2.7% | +17.5% | +14.8% |
| 3M | +8.1% | -0.5% | +8.6% | +7.8% |
| 6M | +11.7% | -4.8% | +16.5% | +11.3% |
| YTD | +30.7% | +9.6% | +21.2% | +27.7% |
| 1Y | +29.7% | +32.2% | -2.4% | +24.5% |
| 3Y | +65.1% | +692.5% | -627.5% | +27.4% |
| 5Y | +34.7% | +447.6% | -412.9% | +4.9% |
| All | +34.7% | +461.2% | -426.5% | +4.9% |
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