+267.7%
SAN vs KIM
+63.6%
+204.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -7.8% | +14.1% | -21.9% | -13.3% |
| 3M | -16.4% | +6.0% | -22.4% | -18.6% |
| 6M | +3.5% | +13.2% | -9.7% | -2.6% |
| YTD | +6.7% | +30.4% | -23.7% | -6.0% |
| 1Y | +14.5% | +31.0% | -16.5% | +0.6% |
| 3Y | +243.5% | +67.6% | +175.9% | +164.4% |
| 5Y | +296.2% | +35.8% | +260.4% | +232.7% |
| All | +267.7% | +63.6% | +204.1% | +135.8% |
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