+254.8%
SPOT vs KIM
+153.1%
+101.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +8.3% | -1.7% | +10.0% | +8.7% |
| 3M | +5.1% | -0.8% | +5.9% | +5.1% |
| 6M | -6.5% | +4.4% | -10.9% | -7.5% |
| YTD | -9.0% | +21.2% | -30.2% | -12.9% |
| 1Y | -26.4% | +10.5% | -36.9% | -28.3% |
| 3Y | +240.0% | +47.5% | +192.5% | +206.4% |
| 5Y | +111.7% | +37.1% | +74.6% | +94.9% |
| All | +254.8% | +153.1% | +101.6% | +190.5% |
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