+338.6%
SPGI vs KIM
+63.9%
+274.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | +15.3% | +14.8% | +0.5% | +10.8% |
| 3M | +16.5% | +8.1% | +8.4% | +13.9% |
| 6M | +19.8% | +11.7% | +8.2% | +16.1% |
| YTD | -3.2% | +30.7% | -34.0% | -10.6% |
| 1Y | +1.8% | +29.7% | -27.9% | -5.8% |
| 3Y | +30.6% | +65.1% | -34.5% | +12.2% |
| 5Y | +16.0% | +34.7% | -18.6% | +4.6% |
| 10Y | +338.6% | +64.1% | +274.5% | +226.0% |
| All | +338.6% | +63.9% | +274.7% | +226.0% |
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