+32.4%
KIM vs IFF
-35.8%
+68.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.7% | -3.2% | +1.4% | -0.7% |
| 30D | -3.0% | -0.3% | -2.7% | -2.9% |
| 3M | -8.9% | +8.4% | -17.3% | -11.8% |
| 6M | +2.4% | +23.0% | -20.7% | -6.2% |
| YTD | +18.3% | +25.5% | -7.1% | +7.2% |
| 1Y | +8.2% | +29.1% | -20.9% | -3.4% |
| 3Y | +44.0% | +31.7% | +12.4% | +25.0% |
| All | +32.4% | -35.8% | +68.2% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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