+176.2%
SAP vs KIM
+29.1%
+147.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +2.6% | -1.7% | +4.3% | +3.0% |
| 3M | +16.3% | -0.8% | +17.1% | +16.4% |
| 6M | +6.4% | +4.4% | +2.0% | +5.1% |
| YTD | -11.4% | +21.2% | -32.7% | -15.8% |
| 1Y | -20.4% | +10.5% | -30.9% | -22.6% |
| 3Y | +56.5% | +47.5% | +9.0% | +39.9% |
| 5Y | +56.8% | +37.1% | +19.7% | +42.1% |
| 10Y | +176.2% | +29.5% | +146.7% | +144.2% |
| All | +176.2% | +29.1% | +147.1% | +144.2% |
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