-78.0%
SE vs KIM
+31.1%
-109.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.4% |
| 7D | +2.0% | +4.1% | -2.1% | -0.4% |
| 30D | -20.0% | +16.8% | -36.8% | -27.5% |
| 3M | -31.8% | +5.7% | -37.5% | -34.3% |
| 6M | -15.9% | +9.7% | -25.6% | -21.7% |
| YTD | -40.6% | +30.2% | -70.9% | -51.1% |
| 1Y | -50.7% | +32.1% | -82.8% | -60.0% |
| 3Y | +70.3% | +58.6% | +11.7% | +9.7% |
| All | -78.0% | +31.1% | -109.1% | -82.9% |
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