+20.3%
SGOV vs KIM
+172.8%
-152.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +0.3% | -1.7% | +2.0% | +0.3% |
| 3M | +0.9% | -7.1% | +8.1% | +0.9% |
| 6M | +1.8% | +2.9% | -1.0% | +1.8% |
| YTD | +2.5% | +18.8% | -16.3% | +2.5% |
| 1Y | +3.8% | +9.4% | -5.6% | +3.8% |
| 3Y | +14.4% | +44.6% | -30.2% | +14.4% |
| 5Y | +20.1% | +37.9% | -17.8% | +20.2% |
| All | +20.3% | +172.8% | -152.5% | +20.2% |
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