+36.4%
KIM vs SBAC
-43.7%
+80.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | -4.0% | +6.9% | -10.9% | -6.4% |
| 3M | +0.5% | -8.2% | +8.8% | +3.4% |
| 6M | +3.6% | -1.6% | +5.3% | +2.6% |
| YTD | +20.4% | -0.1% | +20.5% | +18.1% |
| 1Y | +9.7% | -0.5% | +10.2% | +7.5% |
| 3Y | +46.0% | -9.1% | +55.1% | +45.2% |
| All | +36.4% | -43.7% | +80.1% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling