+80.7%
SAP vs KIM
+34.6%
+46.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.5% | +14.1% | -7.6% | +1.7% |
| 3M | +12.2% | +6.0% | +6.2% | +9.9% |
| 6M | +46.1% | +13.2% | +32.8% | +39.4% |
| YTD | -1.6% | +30.4% | -32.0% | -11.0% |
| 1Y | -5.1% | +31.0% | -36.1% | -14.3% |
| 3Y | +68.4% | +67.6% | +0.7% | +34.6% |
| All | +80.7% | +34.6% | +46.2% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling