+112.6%
SPOT vs KIM
+37.3%
+75.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -6.5% | -1.0% | -5.5% | -6.2% |
| 30D | +2.2% | -1.1% | +3.3% | +2.6% |
| 3M | +5.4% | -5.3% | +10.7% | +7.5% |
| 6M | -4.0% | +3.9% | -7.9% | -5.7% |
| YTD | -9.9% | +20.3% | -30.2% | -16.7% |
| 1Y | -27.3% | +10.4% | -37.7% | -30.5% |
| 3Y | +236.4% | +46.3% | +190.1% | +170.7% |
| 5Y | +112.6% | +37.6% | +75.0% | +86.4% |
| All | +112.6% | +37.3% | +75.3% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling