+10.5%
KIM vs SBAC
-0.2%
+10.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -1.7% | +3.2% | -5.0% | -2.1% |
| 3M | -0.8% | -5.1% | +4.2% | 0.0% |
| 6M | +4.4% | -2.1% | +6.5% | +5.9% |
| YTD | +21.2% | -0.5% | +21.8% | +22.2% |
| 1Y | +10.5% | +1.1% | +9.4% | +11.2% |
| All | +10.5% | -0.2% | +10.7% | +11.2% |
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 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