-37.4%
SFM vs KIM
+29.4%
-66.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.4% | -0.7% | +0.2% | -0.4% |
| 30D | -19.2% | +13.4% | -32.6% | -19.8% |
| 3M | -40.3% | +6.5% | -46.8% | -40.0% |
| 6M | -40.9% | +10.6% | -51.5% | -41.1% |
| YTD | -35.5% | +29.9% | -65.4% | -39.7% |
| 1Y | -37.4% | +29.6% | -67.0% | -41.5% |
| All | -37.4% | +29.4% | -66.9% | -41.5% |
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