+67.6%
SPY vs KIM
+31.1%
+36.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | +4.1% | -6.8% | -4.2% |
| 30D | -5.4% | +16.8% | -22.2% | -10.9% |
| 3M | -4.1% | +5.7% | -9.8% | -6.2% |
| 6M | +0.7% | +9.7% | -9.0% | -3.4% |
| YTD | +8.7% | +30.2% | -21.6% | -3.0% |
| 1Y | +10.9% | +32.1% | -21.2% | -1.8% |
| 3Y | +75.0% | +58.6% | +16.4% | +40.4% |
| All | +67.6% | +31.1% | +36.6% | +43.5% |
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 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