-63.2%
SPCH vs KIM
+1.3%
-64.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.1% | -0.9% |
| 7D | -13.4% | +10.6% | -24.0% | +5.2% |
| 30D | -39.6% | +17.5% | -57.1% | -15.6% |
| 3M | -1.4% | +4.7% | -6.1% | +10.7% |
| All | -63.2% | +1.3% | -64.5% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling