+336.9%
SAN vs KIM
+29.7%
+307.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | -0.1% | -1.1% | +1.0% | +0.4% |
| 3M | +19.6% | -5.3% | +25.0% | +22.3% |
| 6M | +32.7% | +3.9% | +28.8% | +30.0% |
| YTD | +26.7% | +20.3% | +6.4% | +16.0% |
| 1Y | +51.6% | +10.4% | +41.2% | +44.0% |
| 3Y | +348.7% | +46.3% | +302.4% | +267.4% |
| 5Y | +378.7% | +37.6% | +341.2% | +300.0% |
| 10Y | +336.9% | +34.5% | +302.5% | +198.7% |
| All | +336.9% | +29.7% | +307.2% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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