-35.0%
SFM vs KIM
+33.1%
-68.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | +0.1% | +3.4% |
| 7D | -12.3% | +10.6% | -22.9% | -12.2% |
| 30D | -16.2% | +17.5% | -33.7% | -17.2% |
| 3M | -36.8% | +4.7% | -41.5% | -36.3% |
| 6M | -32.6% | +13.1% | -45.7% | -33.0% |
| YTD | -31.7% | +32.1% | -63.8% | -35.7% |
| 1Y | -35.0% | +32.7% | -67.7% | -38.8% |
| All | -35.0% | +33.1% | -68.1% | -38.8% |
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