+311.0%
SPYM vs KIM
+63.6%
+247.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | -2.0% | +14.1% | -16.1% | -5.5% |
| 3M | -2.8% | +6.0% | -8.8% | -4.4% |
| 6M | +2.2% | +13.2% | -11.1% | -1.6% |
| YTD | +11.5% | +30.4% | -18.8% | +3.1% |
| 1Y | +13.5% | +31.0% | -17.5% | +4.7% |
| 3Y | +78.0% | +67.6% | +10.4% | +52.2% |
| 5Y | +73.1% | +35.8% | +37.4% | +55.5% |
| All | +311.0% | +63.6% | +247.4% | +213.8% |
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 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