+5,256.9%
SPG vs KIM
+1,616.0%
+3,640.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -6.8% | -4.0% | -2.9% | -3.8% |
| 3M | +2.7% | +0.5% | +2.1% | +2.2% |
| 6M | +5.5% | +3.6% | +1.8% | +2.4% |
| YTD | +15.7% | +20.4% | -4.7% | -0.4% |
| 1Y | +20.9% | +9.7% | +11.2% | +11.7% |
| 3Y | +112.4% | +46.0% | +66.4% | +54.3% |
| 5Y | +101.4% | +34.4% | +66.9% | +55.2% |
| 10Y | +60.6% | +29.3% | +31.3% | +25.9% |
| All | +5,256.9% | +1,616.0% | +3,640.9% | +1,194.3% |
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