+75.1%
SAP vs KIM
+57.8%
+17.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -0.7% | +4.1% | -4.7% | -1.6% |
| 30D | +11.1% | +16.8% | -5.7% | +7.2% |
| 3M | +17.0% | +5.7% | +11.3% | +15.4% |
| 6M | +34.8% | +9.7% | +25.2% | +31.8% |
| YTD | -2.2% | +30.2% | -32.5% | -8.3% |
| 1Y | -6.4% | +32.1% | -38.6% | -12.6% |
| 3Y | +75.1% | +58.6% | +16.6% | +61.3% |
| All | +75.1% | +57.8% | +17.3% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling