+3,080.3%
KIM vs IFF
+583.9%
+2,496.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.7% | -0.3% | -1.4% | -1.7% |
| 3M | -0.8% | +18.6% | -19.4% | -8.9% |
| 6M | +4.4% | +17.4% | -13.0% | -5.1% |
| YTD | +21.2% | +28.5% | -7.2% | +5.3% |
| 1Y | +10.5% | +32.5% | -22.0% | -5.7% |
| 3Y | +47.5% | +34.1% | +13.4% | +22.2% |
| 5Y | +37.1% | -35.2% | +72.2% | +52.8% |
| 10Y | +29.5% | -21.1% | +50.6% | +25.9% |
| All | +3,080.3% | +583.9% | +2,496.4% | +1,354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling