+295.5%
SPGI vs KIM
+29.1%
+266.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +5.4% | -1.7% | +7.1% | +5.9% |
| 3M | +9.0% | -0.8% | +9.9% | +9.2% |
| 6M | +0.8% | +4.4% | -3.6% | -0.6% |
| YTD | -12.6% | +21.2% | -33.8% | -17.5% |
| 1Y | -16.1% | +10.5% | -26.7% | -18.8% |
| 3Y | +19.0% | +47.5% | -28.5% | +5.4% |
| 5Y | +5.1% | +37.1% | -32.0% | -5.5% |
| 10Y | +295.5% | +29.5% | +266.0% | +234.0% |
| All | +295.5% | +29.1% | +266.3% | +234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling