+8.4%
KIM vs SBAC
-3.2%
+11.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -5.1% | +6.9% | -12.0% | -5.9% |
| 3M | -0.6% | -8.2% | +7.6% | +0.6% |
| 6M | +2.4% | -1.6% | +4.0% | +3.8% |
| YTD | +19.0% | -0.1% | +19.1% | +19.9% |
| 1Y | +8.4% | -0.5% | +8.9% | +9.4% |
| All | +8.4% | -3.2% | +11.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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