+8,524.1%
SHOP vs KIM
+81.8%
+8,442.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +2.8% | +2.8% | +0.1% | +2.1% |
| 30D | -14.2% | +15.9% | -30.1% | -17.9% |
| 3M | -5.5% | +7.8% | -13.3% | -7.7% |
| 6M | +32.8% | +11.9% | +20.9% | +28.1% |
| YTD | -8.9% | +31.0% | -40.0% | -16.5% |
| 1Y | -7.7% | +32.3% | -40.1% | -15.7% |
| 3Y | +139.0% | +65.5% | +73.5% | +106.6% |
| 5Y | -0.5% | +37.2% | -37.8% | -9.2% |
| 10Y | +3,557.0% | +63.9% | +3,493.1% | +3,253.3% |
| All | +8,524.1% | +81.8% | +8,442.3% | +7,484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling