+69.3%
SPYG vs KIM
+33.6%
+35.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.5% |
| 30D | -7.4% | +13.4% | -20.8% | -11.8% |
| 3M | -5.3% | +6.5% | -11.8% | -7.6% |
| 6M | -1.2% | +10.6% | -11.8% | -5.6% |
| YTD | +9.0% | +29.9% | -20.9% | -2.8% |
| 1Y | +8.8% | +29.6% | -20.8% | -3.0% |
| 3Y | +92.8% | +64.1% | +28.7% | +50.4% |
| 5Y | +69.3% | +35.3% | +34.0% | +46.1% |
| All | +69.3% | +33.6% | +35.7% | +46.1% |
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