-44.0%
SFM vs KIM
+10.3%
-54.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.8% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -11.4% | -1.7% | -9.6% | -10.8% |
| 3M | -12.2% | -0.8% | -11.4% | -12.5% |
| 6M | -5.2% | +4.4% | -9.6% | -8.1% |
| YTD | -4.5% | +21.2% | -25.7% | -18.3% |
| All | -44.0% | +10.3% | -54.3% | -47.6% |
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