+222.9%
SAP vs KIM
+65.6%
+157.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.6% | +2.8% | -1.2% | +0.9% |
| 30D | +10.5% | +16.3% | -5.8% | +6.4% |
| 3M | +15.2% | +6.6% | +8.5% | +13.2% |
| 6M | +36.7% | +12.3% | +24.4% | +32.6% |
| YTD | -0.6% | +31.6% | -32.1% | -7.4% |
| 1Y | -4.1% | +31.5% | -35.6% | -10.8% |
| 3Y | +73.2% | +68.0% | +5.3% | +50.3% |
| 5Y | +74.1% | +38.7% | +35.4% | +57.1% |
| 10Y | +222.9% | +65.7% | +157.2% | +152.5% |
| All | +222.9% | +65.6% | +157.3% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling