+15,002.9%
SHW vs KIM
+3,058.9%
+11,944.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | +0.4% | -3.7% | -3.4% |
| 30D | -9.5% | -4.0% | -5.5% | -8.5% |
| 3M | +11.5% | +0.5% | +10.9% | +11.3% |
| 6M | -3.5% | +3.6% | -7.2% | -4.4% |
| YTD | +3.7% | +20.4% | -16.7% | -1.4% |
| 1Y | -7.9% | +9.7% | -17.6% | -10.3% |
| 3Y | +24.7% | +46.0% | -21.3% | +12.1% |
| 5Y | +13.6% | +34.4% | -20.9% | +3.8% |
| 10Y | +283.0% | +29.3% | +253.7% | +225.2% |
| All | +15,002.9% | +3,058.9% | +11,944.0% | +6,625.1% |
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