+21.8%
SFM vs KIM
+110.6%
-88.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -6.9% | +2.8% | -9.7% | -7.3% |
| 30D | -25.0% | +15.9% | -40.9% | -26.8% |
| 3M | -42.7% | +7.8% | -50.5% | -43.4% |
| 6M | -41.0% | +11.9% | -52.9% | -42.1% |
| YTD | -38.7% | +31.0% | -69.7% | -41.3% |
| 1Y | -38.1% | +32.3% | -70.5% | -40.9% |
| 3Y | +19.3% | +65.5% | -46.1% | +10.2% |
| 5Y | +103.1% | +37.2% | +65.9% | +91.3% |
| 10Y | +131.1% | +63.9% | +67.2% | +123.5% |
| All | +21.8% | +110.6% | -88.8% | -0.7% |
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