+495.9%
SPMO vs KIM
+70.0%
+425.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.9% | +14.1% | -23.0% | -11.5% |
| 3M | -13.2% | +6.0% | -19.2% | -14.4% |
| 6M | -9.3% | +13.2% | -22.5% | -12.1% |
| YTD | +11.6% | +30.4% | -18.8% | +4.6% |
| 1Y | +13.4% | +31.0% | -17.6% | +6.1% |
| 3Y | +122.9% | +67.6% | +55.3% | +96.4% |
| 5Y | +113.9% | +35.8% | +78.2% | +95.8% |
| 10Y | +460.5% | +63.7% | +396.9% | +348.9% |
| All | +495.9% | +70.0% | +425.9% | +375.3% |
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 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