+54.1%
SAN vs KIM
+10.5%
+43.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +1.1% | -1.7% | +2.8% | +1.7% |
| 3M | +22.2% | -0.8% | +23.0% | +21.8% |
| 6M | +36.0% | +4.4% | +31.6% | +32.3% |
| YTD | +28.2% | +21.2% | +7.0% | +21.3% |
| 1Y | +54.1% | +10.5% | +43.6% | +48.8% |
| All | +54.1% | +10.5% | +43.6% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling