+15.0%
SHW vs KIM
+37.7%
-22.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -1.2% | -0.3% | -0.8% | -1.0% |
| 30D | -11.6% | -1.7% | -9.9% | -10.9% |
| 3M | +9.1% | -0.8% | +9.9% | +9.4% |
| 6M | -0.7% | +4.4% | -5.1% | -2.8% |
| YTD | +1.4% | +21.2% | -19.9% | -7.9% |
| 1Y | -12.3% | +10.5% | -22.8% | -16.8% |
| 3Y | +23.4% | +47.5% | -24.1% | +0.2% |
| 5Y | +15.0% | +37.1% | -22.1% | -3.3% |
| All | +15.0% | +37.7% | -22.7% | -3.3% |
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 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