+122.9%
SPMO vs KIM
+65.6%
+57.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.9% | +14.1% | -23.0% | -11.4% |
| 3M | -13.2% | +6.0% | -19.2% | -14.2% |
| 6M | -9.3% | +13.2% | -22.5% | -12.4% |
| YTD | +11.6% | +30.4% | -18.8% | +3.2% |
| 1Y | +13.4% | +31.0% | -17.6% | +4.6% |
| 3Y | +122.9% | +67.6% | +55.3% | +98.3% |
| All | +122.9% | +65.6% | +57.3% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling