+589.4%
SE vs KIM
+92.4%
+497.0%
-90.5%
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 | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -2.5% | -4.0% | +1.5% | -1.3% |
| 3M | +21.7% | +0.5% | +21.2% | +21.0% |
| 6M | +27.0% | +3.6% | +23.4% | +25.0% |
| YTD | -12.1% | +20.4% | -32.6% | -17.6% |
| 1Y | -40.9% | +9.7% | -50.6% | -43.1% |
| 3Y | +191.0% | +46.0% | +145.0% | +151.9% |
| 5Y | -68.3% | +34.4% | -102.7% | -71.1% |
| All | +589.4% | +92.4% | +497.0% | +446.3% |
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 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