+250.1%
SPOT vs KIM
+148.1%
+102.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -6.9% | -1.5% | -5.4% | -6.6% |
| 30D | +4.1% | -1.7% | +5.8% | +4.5% |
| 3M | +3.7% | -7.1% | +10.9% | +5.3% |
| 6M | -1.6% | +2.9% | -4.5% | -2.3% |
| YTD | -10.2% | +18.8% | -29.0% | -13.7% |
| 1Y | -25.9% | +9.4% | -35.3% | -27.6% |
| 3Y | +235.6% | +44.6% | +191.0% | +203.8% |
| 5Y | +110.6% | +37.9% | +72.6% | +93.9% |
| All | +250.1% | +148.1% | +102.0% | +187.9% |
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 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