+501.7%
SPCX vs KIM
+32.9%
+468.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | -3.2% |
| 7D | +4.2% | +2.8% | +1.3% | -25.5% |
| 30D | -12.6% | +16.3% | -28.9% | -85.8% |
| 3M | +6.7% | +6.6% | +0.1% | -65.2% |
| 6M | +546.4% | +17.4% | +528.9% | +83.0% |
| YTD | +552.1% | +31.6% | +520.6% | +84.0% |
| 1Y | +453.2% | +31.5% | +421.7% | +56.1% |
| All | +501.7% | +32.9% | +468.9% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling