+275.2%
SGI vs KIM
+29.7%
+245.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | +5.5% | -1.1% | +6.6% | +6.1% |
| 3M | -3.6% | -5.3% | +1.7% | -0.8% |
| 6M | -15.0% | +3.9% | -18.9% | -16.6% |
| YTD | -23.0% | +20.3% | -43.3% | -30.5% |
| 1Y | -18.4% | +10.4% | -28.9% | -22.9% |
| 3Y | +57.8% | +46.3% | +11.4% | +27.0% |
| 5Y | +51.5% | +37.6% | +13.9% | +26.7% |
| 10Y | +275.2% | +34.5% | +240.7% | +134.8% |
| All | +275.2% | +29.7% | +245.5% | +134.8% |
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 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