+337.7%
SHW vs KIM
+63.6%
+274.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +8.1% | +14.1% | -6.1% | +4.1% |
| 3M | -2.8% | +6.0% | -8.8% | -4.3% |
| 6M | +15.0% | +13.2% | +1.8% | +11.1% |
| YTD | +9.0% | +30.4% | -21.4% | +1.1% |
| 1Y | +4.5% | +31.0% | -26.6% | -3.2% |
| 3Y | +41.9% | +67.6% | -25.8% | +22.6% |
| 5Y | +10.7% | +35.8% | -25.0% | +0.4% |
| All | +337.7% | +63.6% | +274.1% | +246.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling