+15.6%
SHW vs KIM
+38.5%
-22.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.5% |
| 7D | +1.6% | +2.8% | -1.3% | +0.2% |
| 30D | +12.1% | +16.3% | -4.3% | +3.7% |
| 3M | -3.0% | +6.6% | -9.6% | -6.1% |
| 6M | +13.5% | +12.3% | +1.2% | +6.9% |
| YTD | +11.2% | +31.6% | -20.3% | -3.4% |
| 1Y | +6.2% | +31.5% | -25.3% | -7.8% |
| 3Y | +45.6% | +68.0% | -22.4% | +9.7% |
| 5Y | +15.6% | +38.7% | -23.1% | -4.6% |
| All | +15.6% | +38.5% | -22.9% | -4.6% |
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