+8.2%
SEI vs KIM
+33.1%
-24.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.6% | -20.5% | -13.0% |
| 7D | -16.4% | +10.6% | -27.0% | -6.8% |
| 30D | -22.9% | +17.5% | -40.4% | -8.9% |
| 3M | -0.3% | +4.7% | -5.0% | +8.2% |
| 6M | -22.3% | +13.1% | -35.5% | -11.8% |
| YTD | +26.2% | +32.1% | -5.9% | +63.9% |
| 1Y | +8.2% | +32.7% | -24.4% | +40.5% |
| All | +8.2% | +33.1% | -24.9% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling