+2,122.4%
SAN vs KIM
+3,350.7%
-1,228.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.7% |
| 7D | +8.7% | +2.8% | +5.9% | +7.4% |
| 30D | -6.5% | +16.3% | -22.8% | -13.0% |
| 3M | -14.2% | +6.6% | -20.8% | -16.9% |
| 6M | +2.7% | +12.3% | -9.6% | -3.2% |
| YTD | +8.9% | +31.6% | -22.7% | -4.8% |
| 1Y | +23.4% | +31.5% | -8.1% | +7.8% |
| 3Y | +257.9% | +68.0% | +190.0% | +173.4% |
| 5Y | +297.8% | +38.7% | +259.1% | +228.9% |
| 10Y | +259.6% | +65.7% | +193.9% | +145.4% |
| All | +2,122.4% | +3,350.7% | -1,228.3% | +522.6% |
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