-30.8%
SGI vs KIM
+30.6%
-61.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.1% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -2.1% | +14.1% | -16.2% | -11.0% |
| 3M | -8.2% | +6.0% | -14.2% | -12.3% |
| 6M | -4.6% | +13.2% | -17.8% | -13.0% |
| YTD | -31.5% | +30.4% | -61.8% | -38.9% |
| 1Y | -30.8% | +31.0% | -61.9% | -38.4% |
| All | -30.8% | +30.6% | -61.4% | -38.4% |
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