+253.3%
KIM vs IAG
+377.5%
-124.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.4% |
| 30D | -4.0% | +28.9% | -32.9% | -5.8% |
| 3M | +0.5% | +19.1% | -18.6% | -1.1% |
| 6M | +3.6% | -10.3% | +13.9% | +3.7% |
| YTD | +20.4% | +24.2% | -3.8% | +17.2% |
| 1Y | +9.7% | +116.5% | -106.8% | +2.1% |
| 3Y | +46.0% | +742.8% | -696.8% | +20.0% |
| 5Y | +34.4% | +753.3% | -718.9% | +7.6% |
| 10Y | +29.3% | +403.2% | -373.9% | +1.3% |
| All | +253.3% | +377.5% | -124.1% | +152.3% |
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