+517.6%
SPMO vs KIM
+32.5%
+485.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | -1.9% | -3.0% | +1.0% | -1.3% |
| 3M | -1.4% | -8.9% | +7.5% | +0.5% |
| 6M | +25.5% | +2.4% | +23.1% | +24.4% |
| YTD | +24.8% | +18.3% | +6.5% | +19.6% |
| 1Y | +24.5% | +8.2% | +16.3% | +21.6% |
| 3Y | +157.1% | +44.0% | +113.1% | +133.6% |
| 5Y | +149.5% | +37.3% | +112.2% | +128.1% |
| All | +517.6% | +32.5% | +485.1% | +410.7% |
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