+686.9%
SEI vs KIM
+92.8%
+594.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +22.6% | -1.7% | +24.3% | +23.6% |
| 30D | +9.1% | -3.0% | +12.1% | +10.7% |
| 3M | -11.3% | -8.9% | -2.5% | -8.1% |
| 6M | +22.0% | +2.4% | +19.6% | +19.2% |
| YTD | +47.3% | +18.3% | +28.9% | +33.1% |
| 1Y | +124.8% | +8.2% | +116.6% | +111.5% |
| 3Y | +591.3% | +44.0% | +547.2% | +462.9% |
| 5Y | +1,008.2% | +37.3% | +970.9% | +804.3% |
| All | +686.9% | +92.8% | +594.2% | +415.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling