+564.9%
SPYG vs KIM
+503.3%
+61.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -0.4% | -4.0% | +3.5% | +0.6% |
| 3M | +0.5% | +0.5% | 0.0% | +0.1% |
| 6M | +17.5% | +3.6% | +13.9% | +16.0% |
| YTD | +14.3% | +20.4% | -6.1% | +8.2% |
| 1Y | +21.7% | +9.7% | +12.0% | +18.0% |
| 3Y | +98.6% | +46.0% | +52.6% | +76.2% |
| 5Y | +85.1% | +34.4% | +50.7% | +67.0% |
| 10Y | +412.0% | +29.3% | +382.7% | +328.8% |
| All | +564.9% | +503.3% | +61.5% | +88.4% |
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