+8,434.7%
SHOP vs KIM
+67.1%
+8,367.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | +0.6% | -4.0% | +4.6% | +1.7% |
| 3M | +25.0% | +0.5% | +24.5% | +24.6% |
| 6M | +11.9% | +3.6% | +8.3% | +10.4% |
| YTD | -9.9% | +20.4% | -30.3% | -15.2% |
| 1Y | 0.0% | +9.7% | -9.7% | -3.3% |
| 3Y | +117.5% | +46.0% | +71.5% | +95.2% |
| 5Y | -6.6% | +34.4% | -41.1% | -13.2% |
| 10Y | +3,320.3% | +29.3% | +3,291.0% | +3,329.3% |
| All | +8,434.7% | +67.1% | +8,367.6% | +7,602.0% |
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