+34.5%
KIM vs SBAC
+78.4%
-43.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -1.1% | +3.9% | -4.9% | -2.5% |
| 3M | -5.3% | -8.2% | +2.9% | -2.8% |
| 6M | +3.9% | -2.8% | +6.7% | +3.2% |
| YTD | +20.3% | -1.5% | +21.8% | +18.5% |
| 1Y | +10.4% | 0.0% | +10.4% | +8.0% |
| 3Y | +46.3% | -8.4% | +54.7% | +45.3% |
| 5Y | +37.6% | -43.5% | +81.1% | +61.9% |
| 10Y | +34.5% | +86.9% | -52.4% | +6.2% |
| All | +34.5% | +78.4% | -43.9% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling