+593.8%
SEI vs KIM
+45.1%
+548.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.2% |
| 7D | +28.2% | -1.0% | +29.2% | +28.8% |
| 30D | +15.5% | -1.1% | +16.6% | +16.0% |
| 3M | -1.4% | -5.3% | +4.0% | +0.2% |
| 6M | +37.4% | +3.9% | +33.5% | +32.1% |
| YTD | +47.8% | +20.3% | +27.5% | +29.2% |
| 1Y | +174.3% | +10.4% | +163.9% | +152.4% |
| All | +593.8% | +45.1% | +548.7% | +444.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling