+334.3%
SPGI vs KIM
+65.6%
+268.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -0.9% | +2.8% | -3.7% | -1.6% |
| 30D | +15.5% | +16.3% | -0.8% | +10.6% |
| 3M | +15.7% | +6.6% | +9.0% | +13.5% |
| 6M | +19.1% | +12.3% | +6.8% | +15.1% |
| YTD | -4.1% | +31.6% | -35.6% | -11.5% |
| 1Y | +1.2% | +31.5% | -30.3% | -6.7% |
| 3Y | +31.6% | +68.0% | -36.4% | +12.5% |
| 5Y | +12.4% | +38.7% | -26.3% | +0.7% |
| 10Y | +334.3% | +65.7% | +268.6% | +222.0% |
| All | +334.3% | +65.6% | +268.7% | +222.0% |
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