+32.7%
KIM vs SARO
-7.8%
+40.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | +10.6% | +15.8% | -5.2% | +8.8% |
| 30D | +17.5% | +22.2% | -4.7% | +14.9% |
| 3M | +4.7% | -16.2% | +20.9% | +5.4% |
| 6M | +13.1% | +4.6% | +8.5% | +11.1% |
| YTD | +32.1% | -10.4% | +42.4% | +32.3% |
| 1Y | +32.7% | -6.5% | +39.2% | +32.6% |
| All | +32.7% | -7.8% | +40.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling