+397.5%
SPYG vs KIM
+63.6%
+333.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.5% | +14.1% | -20.6% | -9.5% |
| 3M | -6.8% | +6.0% | -12.8% | -8.3% |
| 6M | -3.1% | +13.2% | -16.4% | -6.5% |
| YTD | +8.0% | +30.4% | -22.4% | +0.5% |
| 1Y | +10.2% | +31.0% | -20.8% | +2.3% |
| 3Y | +91.0% | +67.6% | +23.4% | +65.2% |
| 5Y | +67.7% | +35.8% | +32.0% | +52.1% |
| All | +397.5% | +63.6% | +333.9% | +291.9% |
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 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