+130.5%
SFM vs KIM
+63.0%
+67.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.4% | -0.7% | +0.2% | -0.3% |
| 30D | -19.2% | +13.4% | -32.6% | -20.7% |
| 3M | -40.3% | +6.5% | -46.8% | -40.9% |
| 6M | -40.9% | +10.6% | -51.5% | -41.8% |
| YTD | -35.5% | +29.9% | -65.4% | -38.1% |
| 1Y | -37.4% | +29.6% | -67.0% | -39.9% |
| 3Y | +25.5% | +64.1% | -38.6% | +16.8% |
| 5Y | +113.0% | +35.3% | +77.7% | +102.0% |
| All | +130.5% | +63.0% | +67.5% | +133.2% |
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