+2,956.9%
SPY vs KIM
+1,832.2%
+1,124.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | +4.1% | -6.8% | -3.8% |
| 30D | -5.4% | +16.8% | -22.2% | -9.6% |
| 3M | -4.1% | +5.7% | -9.8% | -5.7% |
| 6M | +0.7% | +9.7% | -9.0% | -2.3% |
| YTD | +8.7% | +30.2% | -21.6% | +0.2% |
| 1Y | +10.9% | +32.1% | -21.2% | +1.7% |
| 3Y | +75.0% | +58.6% | +16.4% | +51.0% |
| 5Y | +67.8% | +31.2% | +36.6% | +51.4% |
| 10Y | +312.9% | +66.7% | +246.2% | +218.5% |
| All | +2,956.9% | +1,832.2% | +1,124.7% | +1,196.8% |
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