+32.7%
KIM vs SPY
+14.6%
+18.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.5% |
| 7D | +10.6% | -0.7% | +11.3% | +10.5% |
| 30D | +17.5% | -1.0% | +18.5% | +17.4% |
| 3M | +4.7% | -0.3% | +5.0% | +4.6% |
| 6M | +13.1% | +7.3% | +5.8% | +11.9% |
| YTD | +32.1% | +13.3% | +18.7% | +28.1% |
| 1Y | +32.7% | +14.8% | +17.9% | +28.2% |
| All | +32.7% | +14.6% | +18.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling