+307.8%
SPY vs KIM
+63.6%
+244.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -2.0% | +14.1% | -16.1% | -5.5% |
| 3M | -2.8% | +6.0% | -8.8% | -4.4% |
| 6M | +2.1% | +13.2% | -11.1% | -1.6% |
| YTD | +11.5% | +30.4% | -18.9% | +3.1% |
| 1Y | +13.5% | +31.0% | -17.6% | +4.8% |
| 3Y | +77.7% | +67.6% | +10.1% | +52.2% |
| 5Y | +72.6% | +35.8% | +36.8% | +55.2% |
| All | +307.8% | +63.6% | +244.2% | +213.7% |
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