+2,989.4%
SHOP vs KIM
+29.7%
+2,959.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.2% |
| 7D | -10.6% | -1.0% | -9.7% | -10.4% |
| 30D | -18.3% | -1.1% | -17.2% | -18.1% |
| 3M | +14.8% | -5.3% | +20.1% | +16.6% |
| 6M | -5.0% | +3.9% | -8.9% | -6.4% |
| YTD | -21.2% | +20.3% | -41.5% | -25.8% |
| 1Y | -11.6% | +10.4% | -22.1% | -14.6% |
| 3Y | +101.2% | +46.3% | +54.9% | +81.0% |
| 5Y | -15.7% | +37.6% | -53.3% | -21.7% |
| 10Y | +2,989.4% | +34.5% | +2,954.9% | +2,851.8% |
| All | +2,989.4% | +29.7% | +2,959.7% | +2,851.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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