+561.6%
SPYG vs KIM
+507.4%
+54.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -1.6% | -1.7% | +0.2% | -1.1% |
| 3M | +3.4% | -0.8% | +4.2% | +3.3% |
| 6M | +18.9% | +4.4% | +14.5% | +17.1% |
| YTD | +13.8% | +21.2% | -7.5% | +7.5% |
| 1Y | +20.6% | +10.5% | +10.1% | +16.7% |
| 3Y | +100.5% | +47.5% | +53.0% | +77.4% |
| 5Y | +84.6% | +37.1% | +47.5% | +65.7% |
| 10Y | +410.8% | +29.5% | +381.3% | +327.6% |
| All | +561.6% | +507.4% | +54.2% | +87.1% |
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 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