+124.8%
SEI vs KIM
+9.2%
+115.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +4.8% |
| 7D | +22.6% | -1.7% | +24.3% | +21.2% |
| 30D | +9.1% | -3.0% | +12.1% | +7.0% |
| 3M | -11.3% | -8.9% | -2.5% | -15.6% |
| 6M | +22.0% | +2.4% | +19.6% | +21.8% |
| YTD | +47.3% | +18.3% | +28.9% | +61.7% |
| 1Y | +124.8% | +8.2% | +116.6% | +131.0% |
| All | +124.8% | +9.2% | +115.5% | +131.0% |
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