+646.6%
SEI vs KIM
+97.5%
+549.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.7% | +15.6% | +16.0% |
| 7D | +28.8% | -0.3% | +29.2% | +29.1% |
| 30D | +10.4% | -1.7% | +12.1% | +11.3% |
| 3M | -11.4% | -0.8% | -10.6% | -11.9% |
| 6M | +31.2% | +4.4% | +26.8% | +26.9% |
| YTD | +39.7% | +21.2% | +18.5% | +24.8% |
| 1Y | +149.0% | +10.5% | +138.4% | +131.9% |
| 3Y | +560.2% | +47.5% | +512.7% | +431.6% |
| 5Y | +955.7% | +37.1% | +918.6% | +762.2% |
| All | +646.6% | +97.5% | +549.1% | +383.4% |
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 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