+361.5%
SAN vs KIM
+46.2%
+315.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +2.0% | -4.0% | +6.0% | +3.5% |
| 3M | +19.7% | +0.5% | +19.2% | +19.0% |
| 6M | +30.6% | +3.6% | +27.0% | +28.4% |
| YTD | +28.8% | +20.4% | +8.4% | +19.5% |
| 1Y | +57.8% | +9.7% | +48.1% | +51.5% |
| All | +361.5% | +46.2% | +315.3% | +316.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling