-48.8%
SE vs KIM
+33.1%
-81.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +5.0% |
| 7D | +6.7% | +10.6% | -3.9% | +8.6% |
| 30D | -17.2% | +17.5% | -34.7% | -14.4% |
| 3M | -28.0% | +4.7% | -32.7% | -27.6% |
| 6M | -6.1% | +13.1% | -19.2% | -4.9% |
| YTD | -37.1% | +32.1% | -69.2% | -31.0% |
| 1Y | -48.8% | +32.7% | -81.4% | -43.7% |
| All | -48.8% | +33.1% | -81.9% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling