+142.0%
SFM vs KIM
+65.6%
+76.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -10.2% | +2.8% | -13.1% | -10.6% |
| 30D | -23.9% | +16.3% | -40.2% | -25.6% |
| 3M | -42.3% | +6.6% | -48.9% | -42.8% |
| 6M | -40.1% | +12.3% | -52.5% | -41.2% |
| YTD | -37.8% | +31.6% | -69.3% | -40.3% |
| 1Y | -37.1% | +31.5% | -68.6% | -39.7% |
| 3Y | +21.5% | +68.0% | -46.4% | +12.8% |
| 5Y | +103.8% | +38.7% | +65.1% | +92.6% |
| 10Y | +142.0% | +65.7% | +76.3% | +145.4% |
| All | +142.0% | +65.6% | +76.4% | +145.4% |
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 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