+1,672.1%
SGI vs KIM
+239.3%
+1,432.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.1% |
| 7D | -3.9% | +2.8% | -6.7% | -5.2% |
| 30D | +0.9% | +15.9% | -14.9% | -6.5% |
| 3M | -2.9% | +7.8% | -10.7% | -6.5% |
| 6M | -9.0% | +11.9% | -20.8% | -14.1% |
| YTD | -29.2% | +31.0% | -60.2% | -38.6% |
| 1Y | -32.3% | +32.3% | -64.6% | -41.7% |
| 3Y | +72.4% | +65.5% | +6.9% | +30.9% |
| 5Y | +50.6% | +37.2% | +13.4% | +26.7% |
| 10Y | +335.2% | +63.9% | +271.3% | +196.6% |
| All | +1,672.1% | +239.3% | +1,432.9% | +791.3% |
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