+2,233.8%
SAP vs KIM
+1,179.8%
+1,053.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +9.0% | -4.0% | +13.0% | +10.2% |
| 3M | +14.9% | +0.5% | +14.4% | +14.6% |
| 6M | +11.9% | +3.6% | +8.3% | +10.6% |
| YTD | -9.9% | +20.4% | -30.3% | -14.8% |
| 1Y | -19.5% | +9.7% | -29.2% | -21.9% |
| 3Y | +61.8% | +46.0% | +15.8% | +43.0% |
| 5Y | +56.2% | +34.4% | +21.7% | +40.0% |
| 10Y | +180.6% | +29.3% | +151.3% | +132.8% |
| All | +2,233.8% | +1,179.8% | +1,053.9% | +596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling