+365.7%
SE vs KIM
+108.0%
+257.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +2.0% | +4.1% | -2.1% | +0.8% |
| 30D | -20.0% | +16.8% | -36.8% | -23.7% |
| 3M | -31.8% | +5.7% | -37.5% | -33.0% |
| 6M | -15.9% | +9.7% | -25.6% | -18.6% |
| YTD | -40.6% | +30.2% | -70.9% | -45.7% |
| 1Y | -50.7% | +32.1% | -82.8% | -55.1% |
| 3Y | +70.3% | +58.6% | +11.7% | +43.8% |
| 5Y | -78.8% | +31.2% | -110.0% | -80.8% |
| All | +365.7% | +108.0% | +257.7% | +260.3% |
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