+37.1%
KIM vs SPY
+81.8%
-44.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -0.3% | +0.5% | -0.9% | -0.8% |
| 30D | -1.7% | -0.9% | -0.8% | -1.0% |
| 3M | -0.8% | +3.9% | -4.7% | -4.3% |
| 6M | +4.4% | +14.5% | -10.1% | -7.5% |
| YTD | +21.2% | +12.9% | +8.3% | +8.4% |
| 1Y | +10.5% | +19.4% | -8.8% | -6.2% |
| 3Y | +47.5% | +78.5% | -31.0% | -16.0% |
| 5Y | +37.1% | +81.8% | -44.7% | -22.9% |
| All | +37.1% | +81.8% | -44.7% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling