+76.8%
SPYM vs KIM
+45.1%
+31.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | +3.7% | -5.3% | +9.1% | +5.1% |
| 6M | +13.0% | +3.9% | +9.1% | +11.2% |
| YTD | +12.5% | +20.3% | -7.8% | +5.6% |
| 1Y | +18.6% | +10.4% | +8.2% | +14.4% |
| All | +76.8% | +45.1% | +31.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling