+239.1%
SAN vs KIM
+57.8%
+181.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +4.9% | +4.1% | +0.8% | +3.4% |
| 30D | -13.0% | +16.8% | -29.8% | -18.0% |
| 3M | -18.9% | +5.7% | -24.6% | -20.6% |
| 6M | -4.1% | +9.7% | -13.8% | -7.8% |
| YTD | +2.6% | +30.2% | -27.7% | -7.7% |
| 1Y | +16.9% | +32.1% | -15.2% | +4.6% |
| 3Y | +239.1% | +58.6% | +180.5% | +188.8% |
| All | +239.1% | +57.8% | +181.2% | +188.8% |
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 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