-68.1%
SE vs KIM
+34.4%
-102.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | -2.5% | -4.0% | +1.5% | -0.1% |
| 3M | +21.7% | +0.5% | +21.2% | +20.1% |
| 6M | +27.0% | +3.6% | +23.4% | +22.6% |
| YTD | -12.1% | +20.4% | -32.6% | -23.6% |
| 1Y | -40.9% | +9.7% | -50.6% | -45.6% |
| 3Y | +191.0% | +46.0% | +145.0% | +100.9% |
| All | -68.1% | +34.4% | -102.5% | -74.0% |
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