+51.7%
SGI vs KIM
+37.1%
+14.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.1% |
| 7D | +1.0% | +4.1% | -3.1% | -1.9% |
| 30D | +3.9% | +16.8% | -12.9% | -7.3% |
| 3M | -0.8% | +5.7% | -6.5% | -4.7% |
| 6M | -18.0% | +9.7% | -27.6% | -23.3% |
| YTD | -27.6% | +30.2% | -57.8% | -40.5% |
| 1Y | -27.2% | +32.1% | -59.3% | -40.9% |
| 3Y | +76.0% | +58.6% | +17.4% | +20.8% |
| All | +51.7% | +37.1% | +14.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling