-21.6%
SGI vs KIM
+9.4%
-31.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.4% |
| 7D | -4.9% | -1.5% | -3.4% | -4.1% |
| 30D | +1.6% | -1.7% | +3.3% | +2.6% |
| 3M | -3.2% | -7.1% | +4.0% | +1.2% |
| 6M | -16.0% | +2.9% | -18.9% | -16.9% |
| YTD | -25.4% | +18.8% | -44.3% | -28.7% |
| 1Y | -21.6% | +9.4% | -31.0% | -20.9% |
| All | -21.6% | +9.4% | -31.0% | -20.9% |
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