+229.3%
SAP vs KIM
+63.9%
+165.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | +7.5% | +14.8% | -7.3% | +3.8% |
| 3M | +11.6% | +8.1% | +3.5% | +9.4% |
| 6M | +37.6% | +11.7% | +26.0% | +33.7% |
| YTD | -2.0% | +30.7% | -32.7% | -8.6% |
| 1Y | -6.4% | +29.7% | -36.1% | -12.6% |
| 3Y | +67.7% | +65.1% | +2.6% | +46.1% |
| 5Y | +75.7% | +34.7% | +41.1% | +59.6% |
| 10Y | +229.3% | +64.1% | +165.2% | +159.7% |
| All | +229.3% | +63.9% | +165.5% | +159.7% |
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