+597.0%
SE vs KIM
+93.7%
+503.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.1% | -1.7% | +1.6% | +0.4% |
| 3M | +34.1% | -0.8% | +35.0% | +34.0% |
| 6M | +23.2% | +4.4% | +18.8% | +21.1% |
| YTD | -11.2% | +21.2% | -32.4% | -16.8% |
| 1Y | -40.5% | +10.5% | -51.1% | -42.9% |
| 3Y | +196.3% | +47.5% | +148.8% | +155.6% |
| 5Y | -67.0% | +37.1% | -104.1% | -70.1% |
| All | +597.0% | +93.7% | +503.3% | +451.3% |
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 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