-10.4%
SHW vs KIM
+9.4%
-19.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -3.2% | -1.0% | -2.2% | -2.7% |
| 30D | -11.4% | -1.1% | -10.3% | -10.9% |
| 3M | +3.5% | -5.3% | +8.8% | +6.3% |
| 6M | -3.4% | +3.9% | -7.3% | -5.1% |
| YTD | -0.3% | +20.3% | -20.6% | -6.6% |
| 1Y | -10.4% | +10.4% | -20.9% | -15.2% |
| All | -10.4% | +9.4% | -19.8% | -15.2% |
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 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