+102.9%
SFM vs KIM
+93.6%
+9.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -4.4% | -4.0% | -0.4% | -3.8% |
| 3M | +1.5% | +0.5% | +1.0% | +1.4% |
| 6M | +6.5% | +3.6% | +2.9% | +5.8% |
| YTD | +2.2% | +20.4% | -18.3% | -0.9% |
| 1Y | -41.9% | +9.7% | -51.6% | -42.8% |
| 3Y | +106.8% | +46.0% | +60.8% | +94.5% |
| 5Y | +231.6% | +34.4% | +197.1% | +214.4% |
| 10Y | +258.4% | +29.3% | +229.1% | +266.1% |
| All | +102.9% | +93.6% | +9.4% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling