+5,805.1%
SPG vs KIM
+1,755.7%
+4,049.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.2% |
| 7D | +4.9% | +4.1% | +0.8% | +1.6% |
| 30D | +15.6% | +16.8% | -1.2% | +2.2% |
| 3M | +4.1% | +5.7% | -1.6% | -0.5% |
| 6M | +13.6% | +9.7% | +3.9% | +5.4% |
| YTD | +27.5% | +30.2% | -2.7% | +3.1% |
| 1Y | +32.2% | +32.1% | +0.1% | +5.6% |
| 3Y | +126.0% | +58.6% | +67.4% | +54.1% |
| 5Y | +74.7% | +31.2% | +43.6% | +37.3% |
| 10Y | +112.8% | +66.7% | +46.2% | +37.1% |
| All | +5,805.1% | +1,755.7% | +4,049.4% | +1,239.9% |
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