+573.2%
SPMO vs KIM
+57.0%
+516.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -0.4% | -4.0% | +3.6% | +0.5% |
| 3M | -1.9% | +0.5% | -2.4% | -2.3% |
| 6M | +25.0% | +3.6% | +21.4% | +23.7% |
| YTD | +26.0% | +20.4% | +5.6% | +20.4% |
| 1Y | +28.7% | +9.7% | +19.0% | +25.4% |
| 3Y | +160.9% | +46.0% | +114.9% | +136.9% |
| 5Y | +147.9% | +34.4% | +113.5% | +127.9% |
| 10Y | +518.9% | +29.3% | +489.6% | +409.8% |
| All | +573.2% | +57.0% | +516.2% | +446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling