+281.2%
KIM vs IAG
+299.6%
-18.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.3% |
| 7D | -0.7% | -2.1% | +1.4% | -0.6% |
| 30D | +13.4% | -6.2% | +19.6% | +13.7% |
| 3M | +6.5% | -5.1% | +11.7% | +6.6% |
| 6M | +10.6% | -10.0% | +20.6% | +10.6% |
| YTD | +29.9% | +3.9% | +26.0% | +27.7% |
| 1Y | +29.6% | +18.9% | +10.7% | +26.0% |
| 3Y | +64.1% | +651.8% | -587.7% | +35.8% |
| 5Y | +35.3% | +416.3% | -381.0% | +11.9% |
| 10Y | +63.1% | +377.4% | -314.4% | +28.3% |
| All | +281.2% | +299.6% | -18.4% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling