+16,000.8%
SHW vs KIM
+3,329.3%
+12,671.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | +11.1% | +14.8% | -3.7% | +7.1% |
| 3M | -2.2% | +8.1% | -10.3% | -4.1% |
| 6M | +14.3% | +11.7% | +2.7% | +11.1% |
| YTD | +10.6% | +30.7% | -20.2% | +2.9% |
| 1Y | +4.1% | +29.7% | -25.7% | -2.9% |
| 3Y | +42.9% | +65.1% | -22.2% | +24.5% |
| 5Y | +14.2% | +34.7% | -20.5% | +4.4% |
| 10Y | +346.7% | +64.1% | +282.6% | +256.5% |
| All | +16,000.8% | +3,329.3% | +12,671.5% | +6,918.0% |
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