+301.7%
SPOT vs KIM
+171.3%
+130.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +13.5% | +13.4% | +0.1% | +10.4% |
| 3M | +22.2% | +6.5% | +15.7% | +20.6% |
| 6M | +38.3% | +10.6% | +27.7% | +35.2% |
| YTD | +3.1% | +29.9% | -26.9% | -2.9% |
| 1Y | -7.6% | +29.6% | -37.2% | -13.0% |
| 3Y | +250.0% | +64.1% | +186.0% | +208.5% |
| 5Y | +113.3% | +35.3% | +78.0% | +96.1% |
| All | +301.7% | +171.3% | +130.4% | +224.0% |
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