+126.0%
SPG vs KIM
+57.8%
+68.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.1% |
| 7D | +4.9% | +4.1% | +0.8% | +1.8% |
| 30D | +15.6% | +16.8% | -1.2% | +3.0% |
| 3M | +4.1% | +5.7% | -1.6% | -0.2% |
| 6M | +13.6% | +9.7% | +3.9% | +6.0% |
| YTD | +27.5% | +30.2% | -2.7% | +4.9% |
| 1Y | +32.2% | +32.1% | +0.1% | +7.5% |
| 3Y | +126.0% | +58.6% | +67.4% | +64.7% |
| All | +126.0% | +57.8% | +68.2% | +64.7% |
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