+3,017.7%
SPY vs KIM
+1,844.3%
+1,173.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | +2.8% | -3.3% | -1.3% |
| 30D | -3.7% | +15.9% | -19.6% | -7.7% |
| 3M | -2.7% | +7.8% | -10.5% | -4.9% |
| 6M | +2.2% | +11.9% | -9.7% | -1.4% |
| YTD | +10.8% | +31.0% | -20.2% | +2.0% |
| 1Y | +11.2% | +32.3% | -21.1% | +2.0% |
| 3Y | +76.5% | +65.5% | +11.0% | +50.4% |
| 5Y | +72.9% | +37.2% | +35.7% | +54.2% |
| 10Y | +304.8% | +63.9% | +240.9% | +213.9% |
| All | +3,017.7% | +1,844.3% | +1,173.4% | +1,220.3% |
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