+81.8%
SPY vs KIM
+37.7%
+44.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +0.5% | -0.3% | +0.9% | +0.7% |
| 30D | -0.9% | -1.7% | +0.8% | -0.3% |
| 3M | +3.9% | -0.8% | +4.7% | +3.8% |
| 6M | +14.5% | +4.4% | +10.1% | +12.1% |
| YTD | +12.9% | +21.2% | -8.3% | +3.9% |
| 1Y | +19.4% | +10.5% | +8.8% | +13.8% |
| 3Y | +78.5% | +47.5% | +31.0% | +48.3% |
| 5Y | +81.8% | +37.1% | +44.7% | +56.9% |
| All | +81.8% | +37.7% | +44.0% | +56.9% |
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 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