+1,994.0%
SAN vs KIM
+3,315.9%
-1,321.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +4.9% | +4.1% | +0.8% | +3.0% |
| 30D | -13.0% | +16.8% | -29.8% | -19.2% |
| 3M | -18.9% | +5.7% | -24.6% | -21.1% |
| 6M | -4.1% | +9.7% | -13.8% | -8.6% |
| YTD | +2.6% | +30.2% | -27.7% | -9.9% |
| 1Y | +16.9% | +32.1% | -15.2% | +1.9% |
| 3Y | +239.1% | +58.6% | +180.5% | +166.0% |
| 5Y | +266.8% | +31.2% | +235.7% | +211.2% |
| 10Y | +246.0% | +66.7% | +179.4% | +135.4% |
| All | +1,994.0% | +3,315.9% | -1,321.9% | +489.3% |
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