+2,530.4%
SAN vs KIM
+3,058.9%
-528.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | +2.0% | -4.0% | +6.0% | +3.9% |
| 3M | +19.7% | +0.5% | +19.2% | +19.0% |
| 6M | +30.6% | +3.6% | +27.0% | +28.1% |
| YTD | +28.8% | +20.4% | +8.4% | +17.5% |
| 1Y | +57.8% | +9.7% | +48.1% | +50.0% |
| 3Y | +338.1% | +46.0% | +292.1% | +256.9% |
| 5Y | +384.2% | +34.4% | +349.8% | +305.9% |
| 10Y | +353.1% | +29.3% | +323.8% | +247.4% |
| All | +2,530.4% | +3,058.9% | -528.6% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling