+59.4%
KIM vs SPY
+308.5%
-249.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | -0.7% | +3.3% | -4.0% | -3.7% |
| 30D | +13.4% | -2.7% | +16.1% | +16.0% |
| 3M | +6.5% | -1.7% | +8.3% | +7.9% |
| 6M | +10.6% | +3.1% | +7.5% | +6.2% |
| YTD | +29.9% | +11.9% | +18.0% | +14.4% |
| 1Y | +29.6% | +12.0% | +17.6% | +13.9% |
| 3Y | +64.1% | +78.2% | -14.1% | -12.8% |
| 5Y | +35.3% | +73.2% | -38.0% | -25.9% |
| All | +59.4% | +308.5% | -249.1% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling