+1,844.3%
KIM vs SPY
+3,015.5%
-1,171.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.8% | -0.6% | +3.3% | +3.2% |
| 30D | +15.9% | -3.7% | +19.6% | +19.7% |
| 3M | +7.8% | -2.7% | +10.5% | +10.2% |
| 6M | +11.9% | +2.2% | +9.7% | +8.5% |
| YTD | +31.0% | +10.8% | +20.2% | +17.0% |
| 1Y | +32.3% | +11.2% | +21.1% | +17.6% |
| 3Y | +65.5% | +76.5% | -11.0% | -7.2% |
| 5Y | +37.2% | +72.9% | -35.7% | -21.4% |
| 10Y | +63.9% | +304.8% | -240.9% | -57.3% |
| All | +1,844.3% | +3,015.5% | -1,171.2% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling